You can add iFrame code from HTML5 MP3 Player plugin in wordpress sidebar…

Please check short-code here

http://html5.svnlabs.com/shortcodes/

If you have self hosted plugin then you need to replace domain name

html5.svnlabs.com => www.domain.com

Open Widget Form in New Window

http://html5.svnlabs.com/widget.php?host=html5.svnlabs.com