Getting the Player Files
Now, in all honesty, you could just use any player that is already out on the web, hosted by someone else, and just put your playlist URL into the multimedia URL.
But I like to discourage that sort of hotlinking.
So instead, I'll show you how to get the files yourself, so that you can upload them to your own host.
Basically, you choose which player you want to use, the button, the slim, or the extended.
The button version is simply a play button, with the ability to only play or pause the music. It's ZIP files can be found here: http://prdownloads.sourceforge.net/musicplayer/button_player-0.1.zip?download
The slim version has play/pause, skip, and stop buttons, as well as displaying track information. It's ZIP files can be found here: http://prdownloads.sourceforge.net/musicplayer/xspf_player_slim-0.2.3.zip?download
And finally the extended version has everything the slim version has, but it also shows the full playlist. It's ZIP files can be found here: http://prdownloads.sourceforge.net/musicplayer/xspf_player-0.2.3.zip?download
Once you've finished downloading the zip file, you'll need to unzip it. I'd reccommend unzipping it to a folder on your desktop just so that you don't lose track of it.
Then you'll need your own webhost to upload the files to. To the best of my knowledge you only need to upload the .swf file that is downloaded. For those of you who don't have your computer set up to show you the file extensions as part of it's name, this file is the one that says "Flash Movie" in the "Type" column. The other files are available if you are good with flash/action script and wanna tweak things, such as colors and whatnot.