Mp3 doesn't play in website

I just added a mp3 song to my flash page and it plays well in preview and after it’s published. But after I’ve uploaded it to my site along with the mp3 song, it doesn’t play.
I moved the mp3 onto the stage and that is how I set it up. Am I doing this wrong or do I need to code it somehow? If so, is there a simple way of doing this?