Below is a tutorial for frames you should easily be able to understand. What you need is a small frame just big enough for the player (I suggest top/bottom), and make the rest your navigation frame. It's like multiple windows in one instance. Actually pretty cool stuff, I just don't like having that really ugly bar there and I've never really 'needed' frames. Though there is a way to make the bar itself invisible and you can use a background image to make the music player look all pretty... for all that though, you're on your own... unless you need more help :-)
http://www.w3.org/TR/REC-html40/present/frames.html
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