First things first: make sure that you've used the correct URL and configured your Xanga Look and Feel properly. See: I have the URL of an MP3/MIDI/WAV file hosted on another site... how do I get it to play it on my Xanga site?

If all looks good on that front, then odds are that the problem is with your webhost. Most likely:

• Your webhost may not allow "remote linking", where you call a URL from another website on your Xanga site
• If you are using an unauthorized URL from a random website, they may have changed the url just to spite you.

Either way, you are going to have to find a new webhost. See Where can I host music on the web?