Adding directory to classpath in IntelliJ 12 - intellij-idea

Question

I know this has been addressed before here but this solution doesn't work for me, and I don't know why.
I follow the given steps, but at 5 there is no dialog that comes up. I am trying to add mp3plugin.jar to my dependencies, but after following this process, I still get an UnsupportedAudioFileException at runtime.
What am I doing wrong?
Here is a screencast of what I am doing: http://www.screenr.com/G70H
Here is the code that uses the audio file:
import javax.sound.sampled.*;
import java.io.File;
import java.io.IOException;
public class Sound {
private Clip clip;
public Sound (String in){
try{
File file = new File ("src/music/" + in + ".mp3");
//System.out.println(file.getAbsolutePath());
clip = AudioSystem.getClip();
AudioInputStream inputStream = AudioSystem.getAudioInputStream(file);
clip.open(inputStream);
} catch (IOException e){
e.printStackTrace();
} catch (LineUnavailableException e){
e.printStackTrace();
} catch (UnsupportedAudioFileException e){
e.printStackTrace();
}
}
public void stop(){
clip.stop();
}
public void loop(){
if (!clip.isActive()){
clip.setFramePosition(0);
clip.loop(Clip.LOOP_CONTINUOUSLY);
} else {
System.out.println("already playing..");
}
}
}
And in this runs it:
Sound sound = new Sound (in.readLine()); //from a bufferedreader
sound.loop();
I know this works because it works with .wav files.