Let's continue. Because it's really hard to find a way on which the sharing would be possible only by a link, the service we are going to use is Youtube. Now go to Youtube, choose a video (you'll have only the sound from it), and on the right side, you should see the "URL" (it is in the box where are some details about the publisher). Let that window/tab opened, because now we are going to work with the code. In the .txt file you have the code, which must be copied and pasted into a HTML/JavaScript Gadget (Dashboard -> Layout -> Add Gadget -> HTML/JavaScript), but where it says "URL of the video", please paste the URL which you just saw on the Youtube window/tab. Leave the quotes how they are, and paste that link between them.
Now you should be having music on your blog. If not, please try again, and if you can't get it working, please leave a comment, and I'll try to help you.
Here's the link for the .txt file: (it's safe, don't worry) http://www.4shared.com/file/182233947/6ae0a1d2/musicblogspot.html