Using Odeo

Go to their site and go to an audio player page - for example a DJ Nicky T , Fatboy Slim vs Shaggy mashup

Copy and paste the URL in your address bar, it should look like this: http://odeo.com/audio/1233398/view


And write it out like this [odeo=http://odeo.com/audio/1233398/view]

Then you will get a nice audio player like this: