Your Nokia 5230 device supports only MP3, WAV, eAAC+, and WMA music files. From what it seems, you're trying to play audio files that are not supported by the phone. In order to check the format of the files, right-click on their icon, select Properties and open the General tab. The file format will be displayed next to the Type of file field. If the file should be supported by Nokia 5230, download and install the latest updates for your device using Nokia Suite.