I know two ways to add music to your blog. Either by embedding it with your post or by adding it as an HTML/Javascript widget via the "Add a Page Element" in the layout.
In either way, first you need to find an audio/music file hosted on the Web. You can either find the music files in a site like http://www.freemp3mail.com/ or you can upload music files you have stored on your computer to a file host like http://boomp3.com/
Once you did that, you need to copy and paste this code in your post editor window or in the HTML/Javascript window:<embed src="URL of music"
width="150" height="40"
autostart="false" loop="false" />
Then paste the URL location of your music file.
You need to have the Quick Time plugin installed in your computer. I advise the Quick Time alternative because Apple's plugin won't work with Firefox whereas Quick Time alternative will work with both. You can get it here.
Here is an example. I linked to a music hosted in the freemp3mail.com site referred above.
