No just use plBiped01_entity instead of player:
Code:

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sound snd_hello = <hello_player.wav>; // your wav (adjust)

action statue {
var lv_snd_dist = 100; // 100 quants for play (adjust)
var lv_snd_hdl; // sound handle

  // wait for player...
  while(!plbiped01_entity){wait(1);}

  // statue loop
  while(1){
    // play when approaching
    if(vec_dist(plbiped01_entity.x,my.x)<lv_snd_dist && !snd_playing(lv_snd_hdl)){
      lv_snd_hdl=snd_loop(snd_hello, 100, 0);  // play the sound      
    }

    // stop loop
    if(vec_dist(plbiped01_entity.x,my.x)>lv_snd_dist && snd_playing(lv_snd_hdl)){ 
      snd_stop(lv_snd_hdl);
    }
    wait(1);
  }
}

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