MP3 Trigger Advise

I am new to the electronic world and need some advise. I have the MP3 Trigger and an 8 Ohm .25 Watt speaker. Should this speaker produce sound without an amp? If I need an Amp, would this be sufficient Mono Audio Amp Breakout?

I also would like to control the triggering with an Arduino Uno. I have read a lot of threads and the manual for the correct wiring to the Arduino. Right now this is how I have connected it:
Gnd - Gnd on the trigger
5v - USBVcc on trigger
TX Pin - RX on trigger

How would I connect the trigger pins to the Arduino? Which pin on the trigger should I connect to an Arduino pin?

I should mention that I do not have the trigger pin connected to Arduino so I can make sure that the MP3 Trigger works.

Below is the code I am running for testing purposes.

#include <MP3Trigger.h>
MP3Trigger trigger;

void setup() {
  // Start serial communication with the trigger (over Serial)
  trigger.setup(&Serial);
  Serial.begin( MP3Trigger::serialRate() );
  // Start looping TRACK001.MP3
  trigger.setLooping(true,1);

}

void loop() {
  // process signals from the trigger
  trigger.update();
}

I also have the tracks on the MP3 Trigger named 001...mp3, 002.....mp3, etc..
Should the name be 8.3 naming? My file names are not exactly 8 characters..

Sorry the lack of knowledge and Thank you for any advise.

Is there a reason that no one as responded? I would imagine that this is easy for some people.

Is there a reason that no one as responded?

Yes.
You are asking about a specific device you have called an MP3 Trigger, you provide no links to this device so no one knows what it is. Therefore it is impossible to give you any meaningfully device on this.

Apologies. Thought it was a popular item. http://www.sparkfun.com/products/11029

There is a comprehensive user manual.
Any arduino pin 2 to 19 can be set as an output and connected to any of the trigger inputs on the board. Then set all those outputs high.
To trigger a sound take the output low then immediately back to high.
That is it.
Make sure the ground of the device is connected to the arduino ground.
The file names are fine how you have them.

Thanks Mike. Just didn't want to destroy a $50 dollar board!!