How do I add a Music Player?

How do I add a music player to my forum or on the sidebar or something?

Like here:

http://heartgoldsoulsilver.newforum4u.com/portal.htm

Go all the way to the bottom and you'll see what I mean. But the difference is that I want to add my playlist for www.playlist.com onto the site and I have no idea how and where to add the html code to my forum? Can someone help me on this?

you can add it in either a widget or on a seperate html page. check my tutorial about the html pages in the tricks and tips section.