You chose not to show an URL, nor say how you made your site, so I can only guess. The Wizard? Then the above linked site can help. If it's with another editor then post back saying which.
So am I. You haven't given any useful information, that is what I meant. With which tool are you making your site? Every tool has its own quirks for entering the code needed to have a background sound.
If you used the Website Wizard then the above linked site shows you step by step how to to it. If you used another web editing tool then please tell us which one.