You use the <object> tag, but it's a bit buggy on some browsers apparently. Not being one for music on pages I can't give you the code.
I did look in Google and found:
http://webtips.dan.info/sounds.html
http://webdesign.about.com/cs/multim.../htbgsound.htm
As an alternative what about using Flash?
I think that's the way I'd go.
I hope that at least points you in the right direction.