It seems that you are including the music to play from an HTML page. This should present no problem, I do it all the time; it certainly works for midi, wave, wma, and (slightly differently) for mp3 files.
Here is an example with a midi file:
here is another example with a quite large mp3 file:
You will asked if you wish to play the music, or save it.
Look at the source codes and compare it with yours.