There are two tags for adding sound to your document, Internet Explorer's <BGSOUND> tag and Netscape's <EMBED> tag.
The <BGSOUND> plays the background sound from your page. That is when a visitor visits your page, the sound will automatically play.
Netscape's <EMBED> tag is slightly different, you can use its attribute to select playing sound when the page is loaded or give the users an option to click whether they would like to hear the sound.
The <EMBED> tag also works with IE 4 now.


Outer Senshi Henshin
Click the arrow to play.

The <EMBED> tag plays audio files in WAV, AIFF, AU, and MIDI formats. However, The MIDI format is prefered because of the small file size (usually).

Here's what I used above.
<EMBED SRC=src="outers.mid" AUTOSTART=false WIDTH=144 HEIGHT=30 LOOP=false>

AUTOSTART=false means the music will not start until the "Play" button is pressed letting the visitor choose to play it or not. Setting it to true will have it automatically play the music when document is loaded, having it play as background music.
LOOP=n This tells browser how many times to play the music. n could be an integer, true, or false. Setting LOOP=infinite, the browser will continue playing your music until the stop button is clicked.
WIDTH and HEIGHT tells how the sound console will be displayed in pixels. Setting them as the given numbers, browsers will display a full console. You can also hide it by placing HIDDEN=true like this:
<EMBED SRC=src="outers.mid" AUTOSTART=true LOOP=false HIDDEN=true>

The <BGSOUND> tag looks like this:
<BGSOUND SRC=src="outers.mid" AUTOSTART=true LOOP=false>
It can be placed anywhere in the document.

Warning:
I don't recomend using both tags at the same time. Most people find that very annoying if they don't want to listen to the music.

Source: Tips, Tricks, How to, and Beyond

If you want MIDIs, I have Sailor Moon ones posted in the downloads here.
For other MIDI sites, I recomend the Top 25 MIDI sites.

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