In Google Sites you can't embed Lively rooms on Google Sites pages, because Google Sites doesn't allow the use of iframe tags used by Lively. HTML source I tried copy & pasting to this page:
<iframe src='http://embed.lively.com/iframe?rid=-9055495740029956814' width='460' height='400' marginwidth='0' marginheight='0' frameborder='0' scrolling='no'></iframe>
My Lively room:
http://www.lively.com/dr?rid=-9055495740029956814