Try this:
<html>
<body>
<embed src="music/song.mp3" autostart="true" loop="false" width="350"
height="200">
</body>
</html>or this for better look
<html>
<head>
<script>
document.write('<TABLE BORDER="3" CELLSPACING="0" CELLPADDING="0" BORDERCOLOR="#99CCFF" BORDERCOLORLIGHT="#DBEDFF" BORDERCOLORDARK="#5B7997"><tr><td>');
document.write('<object id="MediaPlayer1" width="300" height="45" classid="CLSID:22D6F312-B0F6-11D0-94AB-0080C74C7E95" codebase="http://activex.microsoft.com/activex/controls/mplayer/en/nsmp2inf.cab#Version=6,0,02,902" standby="Loading Microsoft Windows Media Player..." type="application/x-oleobject">');
document.write('<param name="FileName" value="music/song.mp3">');
document.write('<param name="animationatStart" value="false">');
document.write('<param name="transparentatStart" value="true">');
document.write('<param name="autoStart" value="true">');
document.write('<param name="showControls" value="true">');
document.write('<param name="Volume" value="-100">');
document.write('<embed type="application/x-mplayer2" pluginspage="http://www.microsoft.com/Windows/MediaPlayer/" Name="MediaPlayer" src="song.mid" AutoStart="true" ShowStatusBar="1" volume="-1" HEIGHT="50" WIDTH="300"></embed></object>');
document.write('</td></tr></table>');
</script>
</head>
</html>
