How do I get a song that I have purchased to play on my blog?

I purchased the song from Jukebox. But if I highlight a word on my page in order to create a link to play the song, I don't know what URL to put down. I don't know where to find the song except when I open Jukebox to actually play it. Maybe this is not the best way to get the song on my blog. What should I do?

How to embed video into your blog?

Choose a video from Yahoo! Video, YouTube, or Google Video that has either an "Add to My Site" field or "Embed" field or link on the description page. Copy the HTML coding that's in the field, go to "Compose Blog" in Yahoo! 360º, click the "View HTML Source" checkbox (important), paste in the coding, add text to the blog entry (also important), and then post the entry.

You would have to upload the file to a server. To legally be able to do that, it would have to be your work, or you would have to have permission from the artist, label, management, etc. When you purchase and download a song from itunes/yahoo music/jukebox/napster/whatever, it's for your personal use, not to upload to your website/myspace/blog/whatever.