Creating a side bar on a website

I'm assuming the point is that users can "take the music with them" to other pages and websites, right?

If all else fails, you may want to simply include a "Pop-out Player" link and have it open a small pop-up window containing the music player.

Not the most elegant choice, obviously, but if the music player is the focus, it could serve the purpose (I've seen it used effect on some online radio sites, and it works nicely for taking the music around while browsing).