Since: Apr 03, 2002
First, Front Page is the devil.
Second, FP is weird, what you will have to do (I think, FP is very different from version to version and I haven't used it since FP98 or thereabouts, you have to save your mp3 in the web folders of your website dev area on your PC. What FP usually calls something like "the local FP web". Then on a page you have to link to those mp3's so FP will know to upload them as an asset of the website since they are referenced by a page.
To actually embed them in a page you would have to consult the manual for FP, as I am sure they have some cool custom function to do that buried somewhere in there...