Good job Shawn. Now, pick two MP3 files that we can "test" with. Of course once you get it all working, you can add as many as you like. But let's keep it simple for now. It's important to note that the files must be MP3's. You cannot use AAC's or MIDI's or anything like that. You would first have to convert these files to MP3 format and that's a whole new topic...
Upload those two MP3 files into your document gallery. Also load any album art that goes with the files (JPG). Don't worry too much if you don't have any art. I think if we leave that out the player will still work. But if you have those files, upload those as well into the document gallery.
Now we must create a playlist. Use Notepad for this (or some basic text editor). You can start with the sample playlist that came in the zipped folder that you just downloaded (the file name is playlist_example.xspf) - open it up in Notepad and edit it following Esteban's directions, below. You are only editing the text that is between the tags with the brackets. One thing to note is that you don't need to type out the full URL as in his example. In fact, when I used the full URL, I couldn't get the player to work. So, for instance, the line that starts with <location> should read like this:
<location>/documents/yoursongname.mp3</location>

Also note that if you don't have any album art, I believe you can just take that line out or leave the spot blank in between the image tags. Later on, I can show you how to set the player to not show album art at all if you want. If you do have art, and you have uploaded it into your document gallery, change the location and names to match your files. Also remove the two extra track listings, as his example file is set up for 4 songs, and we are only working with 2. Once you have finished editing, save your new file with the name playlist.xspf - then upload this file into your document gallery.
Before you upload the file, however, it's a good idea to "validate" the file by going to http://validator.xspf.org/ - upload and submit your file to see if it passes without errors. Hopefully all will be OK and we can proceed.
Let me know when you have completed all of this, and I will help you with the next step.
Sally