put all that code in your file extensions you could add mp3 and MP3 in the correct alpha numeric order as I have below, with no spaces. The capitals are there because some times files have caps on the end sometimes the don't, I guess the process is 'case sensative', so you need both.
apparently having these in you ignored extensions box helps grease the wheels.
maybe you could add mp3 as below, see if that helps.
Remember your host may have a stupidly low upload limit such as 2mbs. You can check this in the tools in the admin screen (top right).
You don't have to use AVreloaded at all, I have seen numous video handling extensions in teh JED, it just happens to be the one I used, and has no relevance to uploading really, but I do like the way it handles adding video locally or from outside video sites. I have heard that it is a bit heavey on the front end, so you should have a look see what else is available, but it does work.
By the sound of it you wil not be able to access the php.ini file, if you are on shared hosting almost certainly not. Some PHP setting can be change using the .htaccess. Look in the security documentation, it s quite interesting what you can do.
but also filezilla
are you saying that you can't even upload videos using filezilla FTP program?
How did you create the video folders? If you did so using filezilla, it makes no sense. Maybe the owner of the directory is not you... though I can't fathom how that would happen.