Embedded Media Player – sound stops when browsing

OK folks, here’s the issue:
http://unfilterednewsnetwork.com/North_South_Blog/
http://unfilterednewsnetwork.com/Gay_Agenda_Blog/

Using Landzilla theme which my writers love (problem is, sidebar, header, everything is in index.php)
I have embedded Windows Media Player into the sidebar.

Issue is, if someone clicks on a link, the show stops. How do I have the media player persistent across all pages?