Sound in dreamweaver

I have tried using these instructions but without sucess...Am I missing something?

# Select the link (either text / link) to play sound and open the Behaviors panel.

# Click Add (+) button and select the 'Play Sound' option from the Actions pop-up menu.

# Select the sound file by clicking the browse button, or enter the filename path in the 'Play Sound' text box and click Ok.

# Select the desired event to play the music/sound. For more events, change the target browser in the 'Show Events For' pop-up menu.

# The coding necessary to play the selected sound file is automatically generated by Dreamweaver.

# Save and test your file in a web browser. That's it you've learnt how to play music/sound in a web page when an event is triggered