Embed external flash into my flash doc. how?

Hi,
I’d like to embed a flash music player from an external site into my own flash site.
Is this possible, and if so, how?

I was originally trying to embed it in an html page, which would open from a link in the flash, but that seems impossible!

I’m very new to this, so please dumb down any response to the basics :smiley:

Thanks, Missy