Windows comes with a program for making .wav files, which are short blips used for, basically, sound effects. You can make .wav files if you have a microfone attached to your computer, but if its music you want, you'll need to use .midi files. These can be made if you have a keyboard and some other special equipment, but its much easier to find them on the Net. Now, some .midi files may be copyrighted, so you'll need to ask for the website owner's permission before downloading them. (All the .midis on my website are free, by the way.) To download them, simply open the page in Internet Explorer (Netscape won't let you download .midis, for some reason), right click on the little music icon and save. Then just upload it to your website account.
Now, you can put the music on your page. The code is this:
<EMBED SRC="filename.midi" LOOP=x WIDTH=16 HEIGHT=16 AUTOSTART="true"></EMBED>
The number you substitute for x in "loop" is how many times the .midi file will play. Substituting "infinite" for x will make it repeat over and over. The width and height numbers determine the dimensions of the midi icon that will appear. Leaving out the dimensions will result in the midi icon being a large box with "play," "stop," "pause," and other options on it for playing the music. Putting in 16 for the width and height, like I have above, will reduce this box to just the "pause" option, which is all you really need. (Thus clicking on the midi icon will stop the music. Putting in the "autostart" option makes the music start up automatically as soon as the page is loaded. Leave it out and the viewer will have to click the midi icon to start the music.