Code:
<div align=center>
<SELECT id=cancion onchange=document.all.music.filename=document.all.cancion.value; size=1 name=Music>
<OPTION selected>::::::::::::: Choose Your Song Here :::::::::::::</OPTION>
<OPTION value=http://urltoyoursong.mp3>Artist - Song Title</OPTION>
<OPTION value=http://urltoyoursong.mp3>Artist - Song Title</OPTION>
<OPTION value=http://urltoyoursong.mp3>Artist - Song Title</OPTION>
<OPTION value=http://urltoyoursong.mp3>Artist - Song Title</OPTION>
<OPTION value=http://urltoyoursong.mp3>Artist - Song Title</OPTION>
<OPTION value=http://urltoyoursong.mp3>Artist - Song Title</OPTION>
<OPTION value=http://urltoyoursong.mp3>Artist - Song Title</OPTION>
<OPTION value=http://urltoyoursong.mp3>Artist - Song Title</OPTION>
<OPTION value=http://urltoyoursong.mp3>Artist - Song Title</OPTION>
<OPTION value=http://urltoyoursong.mp3>Artist - Song Title</OPTION>
<OPTION value=http://urltoyoursong.mp3>Artist - Song Title</OPTION>
<OPTION value=http://urltoyoursong.mp3>Artist - Song Title</OPTION>
<OPTION value=http://urltoyoursong.mp3>Artist - Song Title</OPTION>
<OPTION value=http://urltoyoursong.mp3>Artist - Song Title</OPTION>
<OPTION value=http://urltoyoursong.mp3>Artist - Song Title</OPTION>
<OPTION value=http://urltoyoursong.mp3>Artist - Song Title</OPTION>
<OPTION value=http://urltoyoursong.mp3>Artist - Song Title</OPTION>
<OPTION value=http://urltoyoursong.mp3>Artist - Song Title</OPTION>
<OPTION value=http://urltoyoursong.mp3>Artist - Song Title</OPTION>
<OPTION value=http://urltoyoursong.mp3>Artist - Song Title</OPTION>
</SELECT><BR>
<OBJECT id=music height=44 width=230 classid=clsid:22D6F312-B0F6-11D0-94AB-0080C74C7E95>
<PARAM NAME="AutoStart" VALUE="-1">
<PARAM NAME="Balance" VALUE="0">
<PARAM NAME="DisplaySize" VALUE="0">
<PARAM NAME="Filename" VALUE="">
<PARAM NAME="Mute" VALUE="0">
<PARAM NAME="SelectionStart" VALUE="-1">
<PARAM NAME="SelectionEnd" VALUE="-1">
<PARAM NAME="ShowControls" VALUE="-1">
<PARAM NAME="ShowAudioControls" VALUE="-1">
<PARAM NAME="ShowDisplay" VALUE="0">
<PARAM NAME="ShowPositionControls" VALUE="-1">
<PARAM NAME="Volume" VALUE="0">
<PARAM NAME="AudioStream" VALUE="-1">
<PARAM NAME="AutoSize" VALUE="0">
<PARAM NAME="AnimationAtStart" VALUE="-1">
<PARAM NAME="AllowScan" VALUE="-1">
<PARAM NAME="AllowChangeDisplaySize" VALUE="-1">
<PARAM NAME="AutoRewind" VALUE="1">
<PARAM NAME="BaseURL" VALUE="">
<PARAM NAME="BufferingTime" VALUE="5">
<PARAM NAME="CaptioningID" VALUE="">
<PARAM NAME="ClickToPlay" VALUE="-1">
<PARAM NAME="CursorType" VALUE="0">
<PARAM NAME="CurrentPosition" VALUE="-1">
<PARAM NAME="CurrentMarker" VALUE="0">
<PARAM NAME="DefaultFrame" VALUE="">
<PARAM NAME="DisplayBackColor" VALUE="0">
<PARAM NAME="DisplayForeColor" VALUE="16777215">
<PARAM NAME="DisplayMode" VALUE="0">
<PARAM NAME="Enabled" VALUE="-1">
<PARAM NAME="EnableContextMenu" VALUE="-1">
<PARAM NAME="EnablePositionControls" VALUE="-1">
<PARAM NAME="EnableFullScreenControls" VALUE="0">
<PARAM NAME="EnableTracker" VALUE="-1">
<PARAM NAME="InvokeURLs" VALUE="-1">
<PARAM NAME="Language" VALUE="-1">
<PARAM NAME="PlayCount" VALUE="1">
<PARAM NAME="PreviewMode" VALUE="0">
<PARAM NAME="Rate" VALUE="1">
<PARAM NAME="SAMILang" VALUE="">
<PARAM NAME="SAMIStyle" VALUE="">
<PARAM NAME="SAMIFileName" VALUE="">
<PARAM NAME="SendOpenStateChangeEvents" VALUE="-1">
<PARAM NAME="SendWarningEvents" VALUE="-1">
<PARAM NAME="SendErrorEvents" VALUE="-1">
<PARAM NAME="SendKeyboardEvents" VALUE="0">
<PARAM NAME="SendMouseClickEvents" VALUE="0">
<PARAM NAME="SendMouseMoveEvents" VALUE="0">
<PARAM NAME="SendPlayStateChangeEvents" VALUE="-1">
<PARAM NAME="ShowCaptioning" VALUE="0">
<PARAM NAME="ShowGotoBar" VALUE=0">
<PARAM NAME="ShowStatusBar" VALUE="0">
<PARAM NAME="ShowTracker" VALUE="-1">
<PARAM NAME="TransparentAtStart" VALUE="-1">
<PARAM NAME="VideoBorderWidth" VALUE="0">
<PARAM NAME="VideoBorderColor" VALUE="0">
<PARAM NAME="VideoBorder3D" VALUE="0">
<PARAM NAME="WindowlessVideo" VALUE="0">
</OBJECT>
</div>
windows media player may be IE only though