I'm not sure if you mean for a function key to run the last received file, but if so, you would do something like so:
First, set an alias like F5:
alias F5 {
run %last.dcc
}
Here's where %last.dcc is set:
on *:FILEGET:*:{
set %last.dcc $getdir $+ $filename
}
That's it. If you wanted it only to pay attention to mp3 files, like in your example, then change the second asterisk (*) to *.mp3, or whatever.