Phantom music on iMac

Annoying music pops onto my iMac periodically, even when all applications are closed and the internet is disconnected.

I've identified it as the soundtrack from a game called "Jack Frost" that my son plays on a website called "Nitrome".

I've tried doing a system search using the terms "Jack Frost" and "Nitrome" but can't find the offending file.

Is there any way to find this file as it plays? Could it be adware, malware or a trojan?

Any advice is appreciated.

Try using Cmd-F from Finder, with the keyword Sound. The search will list all the Sound folders on your hard drive. Search those folders. There's got to be something playing that sound, eg. Quicktime or iTunes or VLC, and yet you say there are no applications open at the time. Something must be running in the background. Check the Activity Monitor when you next hear the phantom music.