If you want to create a Music Player then just follow these steps:
1. Log into your CD Baby artist account
2. Click the Tools and Promotion tab
3. Click on "Get a Free Music Player"
4. Click on "Create a Player"
Once you customize the player to your liking, just copy and paste the HTML code into any website that allows HTML.
NOTE: You can also access the page to Edit/Create a Music Player at THIS LINK.