Partners in Rhyme makes it very simple to embed an audio file as bg music (or whatever) , complete with a very simple interactive control bar to give your page visitor the option to play or turn it off. But remember -- 'embed' is now a deprecated HTML element, though it still works in most browsers. ("IE supports embed as long as the visitor has the appropriate player already installed. If not, they get an error and a generic broken-plugin icon, but no help. " -- quote is from the site below...)
Bye Bye Embed is an even better article because it addresses the combo of object/embed to make your audio work in all browsers. This article, however, goes beyond that to provide code that works without 'embed' -- for all sorts of media: Google Video, You Tube, WinMedia Player & Quicktime.