It means that in advanced mode there is a little icon that let's your wrap mp3 tags around your tunes hosted elsewhere. The result is automatic embedding of your tune to play in the message- like soundcloud. I tend to think that this is much better anyway than uploading and downloading files.
The thing is...if you have your MP3 hosted somewhere already on the net, there's truly no point in using the silly little HR media-player. Just post the link and we'll listen on whichever player we personally use.
No kiddin, you still have to upload somewhere, then click on the player and it downloads.
The only advantage I see is, if the thing works, then it's a one click deal.