Loading external content in frames - but not with frames?

Hello all,

My fundamental problem is that I want to integrate music into a website I’m building (non-flash), but it has occurred to me that one cannot listen continuously to a song played on an embedded MP3 player while clicking through multiple pages of content. That is of course, unless the external content is loaded into a frame/iframe or something of the like while the music is still playing in the main frame. Since no one wants to design with frames these days, I was looking into alternatives. The regular HTML iframe has a right ugly border around it, which I would consider using if I could get rid of that border, but I read that one can also design “frames” in CSS. I have played around with a CSS frame but cannot figure how load my external pages into it.

Does anyone have any advice or ideas on how to best integrate an MP3 player into a simple website with multiple pages of content? Thank you!