play sound Action behavior problem

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C#

XAML

Silverlight

I am delevoping my first silverlight site and I want to play a sound when click event on an button fires. To do that I am using a PlaysounDAction behavior and everthyng works fine if I run the application from Blend, but if after that I try to manually open the HTML page from hard disk, there no sound anymore.
What is wrong and what should I do in order to play the sound without recompiling the application.

Thank you