LAST EDIT - TWO SIMPLE ANSWERS NEEDED.
1) I was able to get the code working with a URL (it's the code from one of the responses below). But my song is in a wav file. When I try to do File url = new File("---");, it doesn't work.
Instead, in the stack trace (thanks for that tip!), it says
"Failed to allocate clip data: Requested buffer too large"
The song I'm trying to play is techno, about 3 minutes long.
How do I work around the clip data size issue?