Please tell us where that code comes from, so we can tell how old the website is; there is something out of date abut using applets. What is the sun.applet package? That sounds suspect. Have you got a .jar with the .wav file in?
Remove line 1, the import of class sun.applet.Main. I suspect you copied and pasted (part of) this code out of some super-old tutorial about applets. Applets are obsolete (they were cool in 1997...).
Remove all the stuff that has to do with creating and starting a new thread. You don't need that, you're not creating an applet here. Remove lines 14, 15, 25 and 26.
Then, about loading the sound clip. Instead of using getResourceAsStream it's easier to just use a FileInputStream, which you can pass the exact location of the sound file.
You don't need the url variable.
It will all become easier, and especially understanding what error messages mean and understanding why it's not doing what you want it to do, when you carefully read the source code and make sure that you understand what the purpose of each statement is. If you just copy and paste an example or some statements out of some other program and you don't understand exactly how it works and what's happening, then it will be really hard to write a program that does exactly what you want it to do.