NOTE: The location of this file may vary according to your particular installation. Your best bet is to use a full URL, however, some PHP installations may not allow a full URL, so you may want to try a relative path:
$wimpyHTML = "../mp3s/myWimpy.html";
... or absolute path:
$wimpyHTML = "/mp3s/myWimpy.html";
Your best bet is to stick with a URL though:
Save the wp-wimpyplayer.php file an upload it to your WordPress plugins folder. by default the plugins folder is located here:
Activate the Wimpy Player Plugin
Access the WordPress admin area and then click on the "plugins" tab. Click the "active" link next to the listing for Wimpy Player.