I was trying out your module and I am having difficulty with .mp3 files.   I spent some time at your site looking for an example (.mp3) then I went to the jQuery Audio examples.

I placed the module on a page just as you explained.  I then used the Text/HTML module.  After I save my chages no controls ever display.
For my HTML I used <a class="media" href="random_tones.mp3">Media</a>  (I placed the file in multiple locations trying to "get it right")

This is the output source for the Text/HTML module when it loads.

1. <!-- Start_Module_414 --><div id="dnn_ctr414_ModuleContent">
2. <div id="dnn_ctr414_HtmlModule_lblContent" class="Normal" sysimgpath="images/" cssEdit="LabelEditTextClass" cssOver="LabelEditOverClassML" eventName="none" multiline="1" richtext="1" callback="dnn.xmlhttp.doCallBack('lblContent dnn_ctr414_HtmlModule_lblContent','[TEXT]',this.callBackSuccess,this,this.callBackFail,this.callBackStatus,null,null,0);" tbId="tbEIPHTML" nsPrefix="dnn$ctr414$HtmlModule" blursave="0">
3. <p><a class="media" href="random_tones.mp3">Media</a></p>
4. </div>
5. <!-- End_Module_414 -->

Thanks...