Well I didn't want to mention frames, since I dislike them even worse than music, but it would be one option. I have also seen some sort of midi player that starts and will keep a song playing, but I don't have the slightest clue where I saw it. You might try a search on Google for midi player script or something like that.
Sorry I couldn't help out more. By the way, I do feel compelled to mention the down side of having background music on a site. Oftentimes people do surf from locations where having their speakers on is terrible inconvenient and downright irritating to coworkers, or maybe sleeping family members.
One option would be to have a control panel where your visitors could at least have a choice to turn the music on or not. I realize it might be nice to have the music, but since you can't control who your visitors will be, it might be a good idea to think about this some more.
Nancy
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Modern Fairy Tale: "And so the prince, determined to find the owner of the glass slipper,launched a home page on the World Wide Web."
Mall of Alliance