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Edit and use the code below. There is one part that needs to be changed. 
It looks like "http://www.yourspace.com/directory/songfile.wax"

Instructions:

1. Change "www.yourspace.com" to your URL

2. Change "directory" the the folder you created and uploaded your .wax 
   and .wma files to (suggested name was 'music')

3. Change "songfile.wax" to the exact name of your .wax file

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<OBJECT CLASSID="CLSID:6BF52A52-394A-11d3-B153-00C04F79FAA6"  WIDTH="280" HEIGHT="240">
  <PARAM name="URL" value="http://www.yourspace.com/directory/songfile.wax">
  <PARAM name="autoStart" value="False"> 
  <PARAM name="uiMode" value="full">
</OBJECT>