In Outlook Express:

If you would like to send an email with background music that will
automatically play when opened, here's how: 

1) Create a new email message.
 
2) Ensure that it is in HTML format by going to Format on the toolbar and
   selecting Rich Text (HTML). 

3) Then select Format>> Background>> Sound 

4) Use the Browse button to select the sound file you want to play in the
   background.  

5) Specify whether you want the sound file to be played continuously or a
   certain number of times.  

6) Click OK.