bgsound is non-standard code, it is Microsoft proprietary code used by IE and will not work in Firefox.

Instead of using bgsound try this:

<embed src="hello.wav" type="application/x-mplayer2" autostart="1" playcount="5" height="0" width="0">

It is more polite not to hide the player in case the visitor doesn't want to hear that sound.

well after writing this..,

<embed src="hello.wav" type="application/x-mplayer2" autostart="1" playcount="5" height="0" width="0">

the result is still the same that is .wav file hello.wav is still not playing in Firefox.

Do i have to include some other code in the index.html file or download a plugin for Firefox ?

Can you post a link?

The Windows Media Player plugin will be used with the above posted code (application/x-mplayer2).
You only have the old (classic) WMP plugin (Npdsplay.dll ) listed in your More system details list, so you can try to install the new WMP plugin to see if that works.

See:

• http://kb.mozillazine.org/Windows_Media_Player#Missing_plugin

Thank you... :) the .wav file is now playing in Firefox 3.6.13 after installing the missing WMP Plugin...

This did not work for me. In fact, I changed to a different program -- Songbird -- and now, even after setting the program back to Quicktime and to WMP on different occasions, whenever I try to play a WAV file Songbird opens!!

I really like Firefox, but the last few rounds of updates have seen one strange problem after another. I will have to look for a new browser, I suppose.

re: "Microsoft proprietary code used by IE and will not work in Firefox."
Why doesn't Microsoft get busy and write some plugins for other browsers? They wrote Silverlight for Firefox. Are they afraid other browsers will become more popular then IE? Or maybe that's already happened. I have a Mac Book Pro w/OSX snow leopard. It's a superior machine and OS. I tried a HP laptop w/Win 7 first. I had to return it before regurgitating.
Addendum: Reasons for my disgust w/IE:

1. If you run IEv8x w/all the "security updates" the processor is bogged down until the speed is unbearably slow. I doubt if there's one lousy compute cycle left for another task.
2. Reasons for the above: all those security updates etc. are dialing home with tattle tale crap, along with all the adware, spyware, malware, and viruses you can think of that are floating around in cyberspace just waiting to infect your PC w/Windows OS.
3. I have Symantec/Norton Internet Security on my Mac Book Pro. None of the above stuff has infected my Mac since I bought it 2 months ago. A welcome relief.