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I understand that there are four wajib sajdahs in the Holy Quran and several mustahab ones.

Will the requirement of performing sajda be the same if the verse is listened to on an mp3 player?

Fatwa no:1105. If a person hears the verse of obligatory sajdah from a person who is asleep, or one who is insane, or from a child who knows nothing of the Qur'an, it will be obligatory upon him to perform Sajda. But if he hears from a gramophone or a tape recorder, sajda will not be obligatory. Similary, the Sajda will not be wajib if he listens to a taped recitation from radio. But if there is a person reciting from the radio station, and he recites the verse of Sajda, it will be obligatory to perform Sajda.

Jazakallah!

Reference is the English Version of Taudhihul Masae'l by Sayyid Sistani (may Allah grant him a long healthy life) rule #1105
http://www.al-islam.org/laws/rulesofnamaaz3.html#1102