One of the frame pages will stay open to serve all the other frame pages. Usually that would be the contents frame, (The one with the menu.) So put your music in it. It should play until you leave the site.
Music can be a sudden shock to someone that doesn't expect it to be there. Especially if the volume is too high. It might be better to give a choice to turn it on/off.
I think embed is now compatible in both browsers, and is preferable to bgsound. If you use both, you should code embed first, or the sound may be distorted.
<EMBED SRC="startrk.mid" volume="50" LOOP="false" hidden="true" WIDTH="100" HEIGHT="40" autostart="true">