Darrell, don't use the embed code given on the WordPress.com box.net sign up page.
After you've signed in to box.net, go into the folder where you've uploaded your songs and click on the "embed folder in your site" link in the right sidebar. Then copy the embed code from the "folder widget" window that opens and paste that into the WordPress.com widget. You can also customize the width/height of the box.net widget there.
The downside to having to use this "advanced" widget is that there's no more color customization. The upside is that once you've embedded your widget, you can log into the widget to either allow or disallow mp3 downloads.