Sound and script

Hi,

I want to play a sound when someone clicks on a link on my side menu.  
However I'm not sure how to do that.  Do I need to use javascript, and if so 
does anybody have or know of any that I could use.  I've tried embedding the 
sound in the pages, but then it doesn't play when you click on the link.  The 
site is at http://members.aol.com/reywob/

TIA
Peter.

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