From Georgetown University Commons Knowledge Base
If you have a song or podcast you'd like to share on your blog, it's possible to embed an audio player in a post.
For an audio file stored on your hard drive, go to the "Edit Post" page, and click "Add Media", then click "Upload Files." From here, you can either click and drag the file into the upload window, or click "Select Files" to open your Finder window and select the audio file. This will make add a line of code in the text box, which will appear as an audio player when your post is published.
For audio from an online source (such as SoundCloud), find the embed code provided by the site. (If no "Share" button appears with the audio, it may not be allowed to share it on other sites.) When you find the embed code, copy the HTML, and paste it into the Text editor. The code will appear as an audio player when your post is published.
Embedded audio will appear as a preview in the Visual editor.
The appearance of the audio player will depend upon the source of the audio.
Note: at the moment, Grooveshark's embed code is not supported by GU security settings.