Your post has barely enough information to assist. Chat-rooms and
newsgroups usually don't like or support HTML posts, so people will not
hear music embedded in them. If you actually mean something else, then
tell us exactly what you are trying to do, and with what software.
That's available in the set up options of your chat application; mIRC works
OK. Besides, the other users in the chat room must install identical sound
files or to receive them from you (or a third party).
Michael