Multimedia in JSP

I have written a jsp file that checks for the username and password of a user and then logs them on to a database. When I include pictures or sound using normal html code such as <bgsound src=blahblaf> I get the following error 404, what is the cause of this error and how can I correct it. Any help will be appreciated.

[340 byte] By [tomcat_III] at [2007-9-26 4:09:03]