Hi Andrew,
The problem is that you likely have the server/folders configured incorrectly in com_biblestudy.
The path starts with your public web root - so
www.JoomlaOregon.org for example, would be a server
The Folder then might be /media/ (be sure to put the slashes on both sides)
These are just pointers, they do not create folders on your server, you'll need to do that with media manager component or with ftp.
Think of it in terms of building a path. We created servers/folders/filenames to make it simpler to enter multiple studies over time and stop typing errors.
For my church site, for instance, I have several servers we use for different purposes - one for audio, Google Video for video, another for video files. So then, that just becomes a choice. Then we have folders on each server. For our audio we separate into years, so /MediaFiles/2009/ is one folder. Then we put in the filename: 2009-001.mp3.
com_biblestudy then comes along and puts the path together (adding the http) so the final path looks like:
www.CalvaryChapelNewberg.net/MediaFiles/2009/2009-001.mp3.
Does this help you?
Tom