you can add it to the header, footer or on the side via this code
CODE
<div class='outerbox col4'>
<h3>TITLE</h3>
<div class='innerbox'>
TEXT
</div>
</div>
just edit whats in caps. the Title will be whats on top, the name of that box, and the TEXT bit will be where you put the codes for your music player.
those codes go into your footer.