audio player in wordress header

Hey has anyone managed to put audio player fex. https://www.1pixelout.net/code/audio-player-wordpress-plugin/ this one to the wp’s header file.. I was thinking if you’d ajaxify the blog a bit (the header load) and just put the plugin there so it wouldn’t skip audio on pageloads.. just wondering if someone has already did this.. would save me a lot effort and actually i’m not 100% sure how to pull it off.. and ofcourse if someone’s willing to help me on this, let me know.