is embedded in a page it will only play when that page is loaded into the browser. You can certainly set FP to play the file continuously (looping), but you can't have it playing uninterrupted while different pages are called from the server.
In common with millions of others I absolutely hate sound files on web sites, and I exit swiftly if I hear one. I consider them an intrusive element, and one which has no real place on a normal site. I accept that there's a place for music on a site that's about music, but that's it.
I suggest that you consider having a button for the music, so that users can choose whether or not to listen - just hyperlink the button to the file, so people can start it when they like, rather than having it load with the page.