I see a lot of xangas and myspces with music, where you can chose what you want to listen to, but I dont see any codes for livejournal. I have some codes where you can play music, but are there any where you can have a list? I dont know if I'm making any sence

That is because xanga and myspace allow Javascript and shockwave (respectively) for interactive music players. Livejournal does not support said scripts due to security issues; if you want to embed music, the FAQ suggest having a paid account.

http://www.livejournal.com/support/faqbrowse.bml?faqid=192