I am having trouble doing this and making it work.

I have dragged a test mp3 file to the relevant page, and it has created the mp3 player. Selected "start when clicked". The first time I tried, no "web_files" folder was created, but it is now, and it contains the MP3 file.
However, when I preview the website, if I click on the "play" button in the player, it somehow links to another website page. I am obviously missing something, but I can't fathom out what.

File listing in "web_files" folder attached.
Click image for larger version. 

Name:	File listing.JPG 
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Any help welcomed!

Paul