After some thinking, I came up with an idea!
There are javascript things that display the time it took to load the page, and display it _after_ the page has loaded, so I thought you could use that to do a document.write your embed code for your music.
add this code to your <body> tag,
onLoad="startMusic( );"
then add this somewhere to your page,
<SCRIPT LANGUAGE="JavaScript">
function startMusic( ) {
document.write("***ADD YOUR BGSOUND CODE HERE***");
}
</SCRIPT>
The only thought is that you might have to escape your bgsound code, so if it went
<BGSOUND src="blah">
you would have to change it to
<BGSOUND src=\"blah\">
I hope this helps! (and I hope it works

)