Importing Music

I am having trouble importing music into my game. I have checked to make sure I am using the right formats and I have tried each one but every time I import the song Unity tells me that the type of audio format used is not supported by Unity. I have tried converting the song into .aif, .wav, .mp3, and .ogg, but none of them work. Can someone tell me if I need to download the new version of Unity to make this work or if there's something I'm doing wrong.

http://unity3d.com/support/documentation/Manual/Audio%20Files.html