That's what I thought you meant. You know how to do add the sound to the page, you just want to know what type of file to make it, right? I said to use Windows Media Streaming files in comparison with Real Media Streaming files because more people can support WMA files.
If you wanted the html to add it to the page, just do this:
<bgsound src="sound.wma" autostart="true" loop="1">
Rick