PPCGeeks - Audio Problem

Sorry to post something so stupid but I'm frustrated I can't play audio files from the file directories or internet, only from the Music Player.

I am on Frozen 1.2 and if I load the Music Player I can see my songs and play them. If I navigate to the song files in the directory, however, I get the following message: "This file cannot be viewed from here."

I am guessing I have to associate the Music Player with Mp3 files but I see no where to do that. Under applications the "defaults" tab if greyed out.

I am going to web sites with audio stories for my kids and it's frustrating to click on the audio link only to have it error out.

Can somebody try to open an audio file on the internet and tell me if it works? If it does, what software does it use?

Thanks!