I am creating a Wordpress site for a music artist. I'm playing around with several music players to see what I like. I've found a few and can easily embed them into a page. But the client would like to have a jukebox with all his sounds that shows up on every displaying page (like in the sidebar or header, that does not restart each time the user clicks a link to display something else.

Someone mentioned that if I use ajax I might be able to do that. I don't understand this though. Does anyone?

Also, everydayjones.com is an example of a site that has a persistently planning jukebox. I doubt it's WP, but how the heck is this done?

I'm not a programmer, so if you know how to do this, I need it kind of spelled out. :)