You could modify your whole website to be AJAX-based, but another, potentially much easier approach would be to wrap the entire thing in a frameset.
Okay, so you have a default page named something like index.php, index.html, default.htm, default.aspx, etc, depending on how you implemented your site. I’ll just call it “index.php” from here in on, but substitute the correct name in your mind, ok?
Step 1 is to rename that default page to index2.php (but using whatever extension is appropriate). Change any links or redirects in other pages which used to refer to index.php to go to index2.php instead; if you used include files for your header & footer, this will be much easier.
Step 2: make a new default page, named index.php, which is a frameset; divide it into a thin (like 50px-tall) strip across the top to hold your media player, and let the rest be the container for your site (use height=”*”). Have it load your old default page (now named index2.php or whatever) by default.
Step 3: in the page loaded by the frame that’s the 50px-tall strip across the top, you can implement your media player however you like. I suggest Flash. You might try searching for a free or open source implementation first, especially if you don’t know Flash; I don’t have a link handy for you, but I’ve seen them here and there.
Now, as users browse your site in the lower frame, the upper frame containing your media player won’t be unloaded, and will continue to play.
One last tip: when your site contains links to other sites, you should use target=“_top” (unless you’re already using target=“_blank”), so that when users leave your site, your media player will disappear.
That’s actually quite a bit easier than modifying your whole site to use AJAX to retrieve every page’s content. If you haven’t gotten very far along in making your site, though, using AJAX probably won’t be as much of a hassle – though the AJAX requirement will likely prevent you from using ready-made bits of code like forum software, shopping carts, etc.
If using frame still sounds too complicated or too much work, though – just open your media player into a popup window. You’ll probably have to do that in response to a user click, not only because it’s friendlier that way, but because so many people run popup blockers these days that a huge percentage of your audience will never see the popup, unless it opens in direct response to clicking on a link or button.