In theory you can now embed soundcloud clips and sets and they will appear on your posts.
When you post a message there should be two new icons up above the emoticons to the left, one of which embeds a single track, the other embeds a track set. I say there 'should' be two new icons but at the moment they don't seem to be displaying properly, the functionality is still there though. :-\
Clicking the icon adds [soundcloud]URL HERE[soundcloud] to your message. Just paste the share URL of your soundcloud player in between the tags.
UPDATE: Just sorted out the icon images. They should be appearing correctly now