Quicktime sounds (.mov) can be used for
auto play sounds. That means the sound plays as soon as the page loads.
Dreamweaver
1. Place the sound file in your media folder
2. File Menu: Insert: Media: PlugIn

3. Properties Inspector: Parameters
Enter
controller - false, ("true" causes a media player
to appear)
loop - false, ("true" causes the sound
to play over and over)
autoplay
- true ("true" causes sound to play after the page
first loads)

Test your page.
Check to see if your browser Preferences will
let you select which media player will handle sounds. Most browsers,
now, have default media players.