How do i play an audio clip from a server?

I am trying to play an audio file on another server, for example:

Code:

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URL url = new URL("http://example.com/hello.wav");
AudioClip click = Applet.newAudioClip(url);
click.play();

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This doesn't seem to be working, can anyone tell me what I'm doing wrong?
Thanks very much.

Try what a first couple hits off Google would give you.