Needed imports:
import javax.sound.sampled.AudioSystem;
import javax.sound.sampled.Clip;
This code will create a clip and play it continuously once started:
Clip clip = AudioSystem.getClip();
clip.open(AudioSystem.getAudioInputStream(new URL(filename)));
clip.start();
clip.loop(Clip.LOOP_CONTINUOUSLY);
Get an Array with all supported file types:
AudioFileFormat.Type [] audioFileTypes = AudioSystem.getAudioFileTypes();