<object data="$thisfolderurl$ yoursong . wma " type="application/x-mplayer2"  width=200 height=45>
  <param name="src" value="$thisfolderurl$ yoursong . wma ">
  <param name="autostart" value="0">
</object>

NOTE 1: In firefox you need to upload it to the web to see it work , but if it's working in web studio it will when it's live.
NOTE 2: You can use more advanced codecs but I've found this one still works best (and it'll stream for you in IE and work in firefox) other than a flash player, which would be the best.  You'd need a flash program like SWiSH or SWiSH MAX here is the  swish codes   if you are a serious music host.

 i.      Drag an HTML object onto your page and make it 200 wide x 45 high
ii.      Copy the code above and paste it into your HTML object (save site)
iii.     Attach your song to the HTML object, 
        (right click on it & go to attched file tab, then add files to list button)
iv.     Change yoursong  to the name of your song & . wma to your file type.
v.      Save site and preview

Workin' the code

Make it play in the background:
Set width=200 height=45 to width=0 height=0 and you won't see the player
BUT... you have to set it to play automatically:
Change <param name="autostart" value="0"> to <param name="autostart" value="1"> that's a "one"