<BGSOUND SRC="YOUR MUSIC LOCATION HERE" LOOP="infinite">
That is of course, in HTML. Enjoy. BTW, you could ommit the LOOP line if you want to play the music just once, otherwise, you can set the number of times you want it to be looped, just replace the value of infinite.
Are you sure this is HTML? Is this supposed to be a new tag because all I know is the <embed> tag. I've never heard of a BGsound tag.
Anyway, I think the best way is to use the <embed> tag. it goes like this:
<embed src="yoururlname" hidden=false loop=true autoplay=true></embed>
Don't forget to put in "hidden" attribute because the player won't show.