Custom URL taxonomy/taxanomy/post_name

I would like some guidance on setting up a url scheme. This might have already have been asked, sorry if it was. I searched.

I would like my url to look like this when someone is accessing single.php (aka an individual post):

http://my.url/music/bluegrass/earl-scruggs

I would imagine that I need to do
Parent Taxonomy: music
> child taxonomy: bluegrass
> child taxonomy: folk
> child taxonomy: jazz

which I have done and http://my.url/music/bluegrass shows everything in that tax but how do I get music bluegrass to show up in the url for the post?

Thanks in advance!