If you are looking for some type of play list, there is an XSPF flash player that you can paste into a Text/HTML Module without too much difficulty.
Getting the code right took a few tries, but it works well. Create a folder on your site, and place the .mp3 file there along with the playlist file. Set the code that will be pasted into the Text/HTML Module to read from that folder, and use the playlist file. Once the code is set on the module properly, you just upload more .mp3 files to the folder, and upload an edited playlist to control which files are displayed, and the sequence. You don't need to edit the code that was pasted into the module once you have it working. If you like, you can also set a different picture to display for each .mp3 file.
This post from last year got me started in working with it. http://www.dotnetnuke.com/Community/Forums/tabid/795/forumid/42/threadid/120315/scope/posts/Default.aspx
The player is only gray in color, but after tinkering with it a bit, I found that it is possible to change the colors.
I hope to make a few color choices, when time permits (no idea when though).
I just recently added this to a page for a small church site, for sermons, at http://www.victoryfellowship-church.org, The quality of the .mp3 files used are not that good, but this is not related to the player. It was due to the effort of keeping files small, since they run 30 minutes to an hour.
If you choose this direction and have trouble with it, I can provide some working example.