Are you talking about how to put in a link?
If so, its really easy =)
You do this:
[url=link to whatever]word you want them to click[/url]
Hope that's not confusing. lol
erm... its kind of complicated. but you need an account on fileden. and then you need to upload a music file on there. then go into songs on here, put in the title and the url of the file. then you have to make a playlist with whatever songs you want and you say you want that playlist in your story when you click on player.