how to link media player or other players in my site

hello, i'm trying to add in my site a link for media player.for example, when my visitors its push one image to open a new blank or pop up with media player. I search every where but none know to help me!
pls write me if anyone know something about this!
if you dont understunt what i mean ask me!
sorry for my english!

thanks!

What you want get in page: music or video?
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sorry, i have bad speak in English

in page i want to get music player from my own radio! for examble, when you clik on one image i want to open a new window( like pop up or blank) with the music player!