BlogPress does not allow, nor do we recommend, hosting your own audio or video. These are large files that will slow down your website unnecessarily.
Just like YouTube is made for video, there are services that are made for audio hosting.
We recommend SoundCloud for this. You can store up to 3 hours of audio for free and it's very reasonable after than - $15 per month for unlimited storage. (https://soundcloud.com/pro)
Here are instructions for embedding a SoundCloud track or Playlist on your blog.
If you get stuck, just let us know and we'll be happy to help.