Adding audio one would have thought was a more straight forward thing. And well it is unless you want it to look the way you want it to look. I add the audio using the following method:
1. Install a audio player plugin and the one I chose was audio player super small and simple but that is also its shortcoming. I think I may have to look at HTML5 jQuery Audio Player at some later point.
2. Install a Shortcode widget so that I can slap the music in the side bar with ease.
But the player will look like this:
Audio clip: Adobe Flash Player (version 9 or above) is required to play this audio clip. Download the latest version here. You also need to have JavaScript enabled in your browser.
and one should be in the sidebar widget as well.