I'd suggest, instead of having the player in the iframe, have the player be the main page and the load your content into an iframe. That way the player is always on the page. You'd need to make sure you rewrite the urls each tiem the user does any sort of navigation or the back button will mess things up. I'm sure there are other considerations, if not a better way to do it entirely.

Dave

Having a hosted site should preclude you from being able to place your content into a frame or iframe, unless you have to use their templates or something. I don't have a step by step tutorial, I've never done it myself, but there should be plenty of things on google. 

As a very rough example, your page structure might look like this:

1. <frameset rows="50px, *">
2.       <frame src="navigationPage.html" name="navFrame" />
3.       <frame src="contentPage.html" name="contentFrame" />
4. </frameset>

then your navigation page would contain your static stuff like navigation, and the iframe with the radio player. Then the content frame would be what changes from the user activities. Like I said though, I've not had to do anything like this so there may other, better, solutions. ajax comes to mind as a great one, but you mentioned frames ... ajax is sexier though 

No, that link is something else entirely.

If you can't do frames then your only choice is to use ajax to change the content on your site. But lets start at the basics...
Do you already have your site up and running with the radio player in it and working? What is the url?

Once you have that working you need to define what you want to happen when people click different navigation elements within your site. Then write the ajax to make that happen.

How to implement what in ajax? The whole site? You have a lot going on on that page. If you've not used ajax before I would recommend starting here: http://docs.jquery.com/Tutorials  there are a few good tutorials in the ajax section that should get you started.

Essentially, what you'll need to do is make sure that all the links that are internal to your site are run through ajax so that it refreshes the content as opposed to changing the url, that way the radio will keep playing uninterrupted.

What you'll need to do is wrap the interchangeable content in a div, then every time an internal link is clicked, you'll use ajax to replace the contents of that div. It could be as simple as having static pages that are just grabbed and put in place (frames are easier for static content, but if you can't use them you'll need ajax which isn't much harder).  I would start with something very simple, just your site with the radio player, then add a link and associated content one at a time.

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