Backslash is an escape character in Java strings. The easiest thing is to use a forward slash instead - "folder/somefile.mp3". This will work on Windows, but as an added bonus, will also work on other systems, and when you upload your scenario to the greenfoot website. Backslash won't.
If you really did want a backslash in a string, you'd need to double it: "folder\\somefile.mp3"
@davmac Thanks, I thought it was a \ sign but it is a / sign, I learned something useful (and basic :) ).
@erdelf I have multiple background sound files, and I want to sort them.