How can I include sound into a project on bluej by URL?

I have a project due tomorrow for school and I'm a little confused on how I add sound to it. Our class works on the bluej platform, and the sound needs to be added by URL and not by a file on our computer, so that when the teacher runs it he can hear the music. We are doing an applet project, if that makes any difference. I have seen many demonstrations online of how to add sound to a project, but none on how to add a sound from a URL, and I am desperate for help. Thanks