This page has several soundcloud embeds on it. The EASIEST way is to simply add the soudcloud URL link to the post text on a line by itself – WordPress will recognize and deal with it.
The second way is to use the soundcloud IFRAME embed code and paste it into the post text via editor *in TEXT mode*. (Note, the “WordPress mode embed” shortcode from soundcloud will NOT work.)

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Soundcloud simple single line url, to a single track:

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Soundcloud simple single line url, from an album/playlist type thing:

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Soundcloud iframe embed code, entered via editor in TEXT mode:

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Vimeo video was: http://vimeo.com/84340837

Soundcloud Examples – Blue Hybrido