I am a meganoob in iPhone Application programming.
All I want to do is make an application with a single button. When you press the button, it plays an audio file.
The button is just two images, one for the normal state and one for the pressed state.
I have no clue how to get from point A to point B, it seems so straightforward in web design, why can't it be like that for this too?
Anyone out there willing to drop some hints?
iPhone development is nothing like web design. Nearly all programming is not like web design, for that matter.
Start with a good introduction to iPhone development.
To answer this specific question, once you have learned the basics of iPhone development, you might look at the Audio Session portion of the SDK. You'll know how to hook up actions to buttons at this point, such as a play action for an audio file.
Then do this as a web app. Seriously. Originally, that was Apple's solution to writing all apps for the iPhone. They gave it an HTML 5 browser and wanted people to design custom web pages. So if you can do this on the web (BTW: I could not but could do this in Objective-C in little time), do it that way.
You can create a link to your web page on the homescreen so it looks like an app.