I haven't played around with music files in webpages for a long time, however, this should cover most browsers (replace mytune.wav with the path and filename of your music file of course)
Code:
<embed src="mytune.wav"></embed>
<noembed> <bgsound src="mytune.wav"> </noembed>
FWIW, background music, especially the kind that can't be turned off, is best avoided IMO. You can't account for your users taste in music, and as such, your choice may drive them away. It also creates extra bandwidth requirements for very little gain in terms of adding anything of value to your site. Admittedly, there are times where it might be appropriate, but in most instances, it's an annoyance.