I didn't quite understand what you were supposed to type in the Location box until I read another report. That person explained that you are supposed to type in the sound file you request to play. I have posted the steps I took at the bottom of the page. I was successful on my quest to embed music onto my homepage using Microsoft FrontPage 2000. I regret that this is not a desired trait on websites.
Some people find music distracting and irritable.
However, they can always turn the sound off by turning the volume down.