Sound Problem!!!

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Hey, I am trying to get a song to play off of the internet onto a level on my server, and it isn't working. I even opened a new folder called (mp3).mp3, and it still wont work. How can I play this?

They say that the commands are:

play (filename);

example:

play dogsound.mp3;

It isn't working.

I wish I could just play it off of youtube or something. Is there a way to do this?
If there is, please tell me how.

Thanks

jamerson <3