Here's a little bookmarklet, based on Jesse Ruderman's 'open selected links', that will help you move individual tracks from web pages into Webjay. It only works in Mozilla-based browsers (including Firefox).
Select (by dragging the mouse over) an area of text that contains links to MP3 files, then click the bookmarklet. Those selected links will be extracted and opened in new windows for you to add them to whichever Webjay playlist you choose. If no links are selected, it functions the same as 'play this page'.
Drag this to your toolbar: add tracks to webjay