Not tested, but should work. Save as something.lua, and place it in your <server>/garrysmod/lua/autorun directory.
OnJoinSound = "music/hl2_song20_submix0.mp3" // Sound file relative to the sound directory
function PlaySoundOnJoin(ply)
for k,v in pairs(player.GetAll()) do
v:SendLua("surface.PlaySound(\"OnJoinSound\"");
end
end
hook.Add("PlayerInitialSpawn", "PlaySoundOnJoinHook", PlaySoundOnJoin)
Enjoy!