Google Voice, nee GrandCentral and purchased by Google, is a service that allows users to give out one number and have it ring another, "real" number, or even multiple number, or even go straight to voicemail. Certain features allow you to SMS or call using that number.
Previously, or without the Labs feature, called "Google Voice player in mail," when you would receive an email from your Google Voice account alerting you to a voicemail, along with an automated transcript of the voicemail, there would be a link to play the message. However, that opened a new page or tab in your web browser.
Now, when you click "Play message," the player appears below the message and viola!
Obviously, this is not a deal-breaker, but it's still nice to not have to work in a different tab or window to listen to your voicemail. To enable the feature, in Gmail, click Settings, Labs, look for "Google Voice player in mail," select the appropriate radio button, and save. In most cases, that's it, but I've noticed sometimes that Gmail requires you to logout, and back in again to enable a Labs feature.
Of course, Google Voice is still available only via invitation, which limits how many people can use, or test this Labs feature. Still, they are rolling out new invites at a decent pace, so if you want, you can request one here.