Sound on a website fell into disfavor because people listen to their own music while surfing the web. But I think sometimes it lends a nice ambiance to a blog and can set the tone for the feeling you wish to convey.
If some don't like it they can easily shut it off.
I make my video player very small but large enough so that sound controls show up on mouse over.
I find placing it at the very bottom makes it unobtrusive but if your sidebar is wide enough you can place it there. Just be sure it is wide enough for sound and on/off controls to show up.
So here is how it's done.
You will need to right click on the image to enlarge it to full size so you can see them properly.
If you need further help let me know.
Better yet, try this professional site that explains it very well.