Some people HATE sound on web pages!
Especially if they are not given the opportunity of choosing whether to have sound or not. Think carefully whether sound will make your site substantially more useful to your viewers. Even 'clicks' associated with clicking a button can be very annoying in the wrong environment. The family trying to watch their favorite TV program won't appreciate clicks, buzzes emanating from Mum's computer at the back of the room!
At the worst, it
could cost someone their job if they were accessing your site from work
when not authorised to do so!
It is possible to use 'audio streaming', but your ISP has to support this option, and the user's browser will also need a plug-in to hear streamed sound.
Very high quality sound can be delivered via web pages using the "Beatnik" and "Real" plugins.