I had this question and thought would post for new members.
1. From an attachment mp3, just right click on it and select "copy link location" in firefox or "copy shortcut" in internet explorer
2. Go to your page and at bottom of music player select "Edit Playlist"
3. Where says: from another website Add music from any website by pasting in a link to the MP3. click on add music
4. Then paste the link and click on Add Songs"
5. On next page… Continue