Implement music player

The wordpress site is already built with over 1000 posts. It is a music website. I have completed the building process (including GUI) of a JS music player using SoundManager2 and SoundCloud's API. What I need you for is the implementation part of the player. I need the music to play through all pages. Meaning when you start playing on one page and go to the next, the music does not stop. I understand this is done by not really loading a new page but rather using XHR to request the html and insert it into a content div. I know the pseudo code involved, just don't have enough experience to do it well/correctly. Some other requirements are that the address bar be updated with a permalink to the current content and the site to load the correct content if someone uses a permalink to access the site.