How can I play a sound file when my Html / web page loads please ?

I guess this would be under the :
Sub Document_OnLoad()
event, but I've no idea how to do this.

Can this work for several media types also please ?
I may need to change this file in the future, so I'd like to support *.avi, *.mpg & a couple of other standard ones if possible please.

Thanks for all your help !