Hosting Audio on Different Site

Hey guys,
I am trying to store my audio on a different site than my main site. I have tried Google Drive and MEGA, and whenever I click the play button it just buffers. If I click the download button, it will eventually go and download it after going through 3-4 steps. Is there something I’m missing here or does Sermon Manager only work with audio stored locally on a site?
Here’s another instance of it from a different site…
http://calvarybcmoultrie.com/resources/sermons/ (Sermon on the Mount 6 is the one hosted somewhere else)

The page I need help with: [log in to see the link]