Create header.php which *won’t* reload while browsing?

I’m working on a site with an mp3 player embedded in the header [http://www.bend-music.com]. While browsing the site, the header.php reloads on each click, interrupting the music. I’ve looked all over the place for solutions to this, but may not be looking in all the right places. I suspect frames, or iframes, are the solution, but am not sure….Any ideas or feedback would be very welcome, and very appreciated.