There is some solution for those who did not find a free host server for direct mp3 url file to put it into WP audio player.The solution is http://pages.google.com/.
Try this my link in your WP player to see: http://orgonster.googlepages.com/RadeSerbedzija-Uzaludjebudim.mp3
Go there,create a very simple web page and start uploading your mp3 files.
There is some limits,you can upload 10 mb. per file,and you have limits of 100 mb. disk space ,to use it, in one google web pasge.
But,when you fulfill one page,you can create another,and another,and so on...
To host mp3 file bigger than 10 mb. per file,you should find some other free host server.