Ok ok, I dont think this is tuff. All you have to do is open your site find your music directory, then click 'file list' (it should be near the bottom of the page with the basic template) the select all and copy it, then open notepad (a new notepad file) then paste it and then save it as test.m3u then add it to HFS.
Then put this code some where. this will create a media player and start playing from your site.
<OBJECT
ID="mediaPlayer"
CLASSID="CLSID:22d6f312-b0f6-11d0-94ab-0080c74c7e95"
CODEBASE="
http://activex.microsoft.com/activex/ controls/mplayer/en/nsmp2inf.cab#Version=5,1,52,701"
STANDBY="Loading Microsoft Windows Media Player components..."
TYPE="application/x-oleobject">
<PARAM NAME="fileName"
VALUE="
http://yourserver.com/test.m3u">
<PARAM NAME="animationatStart" VALUE="true">
<PARAM NAME="transparentatStart" VALUE="true">
<PARAM NAME="autoStart" VALUE="true">
<PARAM NAME="showControls" VALUE="true">
</OBJECT>