This is easy to do PROVIDED you can store your music file/s on an external server space such as one given to you by your ISP. If this can't be done or you do not have your own website space, it will not work. You cannot reference music from your hard drive.

The code:

< BGSOUND balance=0 src="http://users.tpg.com.au/lisekool/Jammin.mid" volume=0 >

This code works as you can hear - it only does so because is referenced from my own webspace. If I remove the midi file from my own site it will not function. The file it uses is a midi which is a common type of music file that is lightweight in kilobytes which is necessary.