Cassie: The new-window phenomenon indicates a JavaScript problem. Check if:
You uploaded the external JavaScript file.
You included a link to that file in your main page.
You have JavaScript enabled.
You have “escaped” any apostrophes or other non-alphanumeric characters in the song title by preceding them with a backslash.
You included return false in the JavaScript section of the link.
I posted a Web form that generates these types of links (and fixes apostrophes) at http://digitalmedia.oreilly.com/2007/06/08/web-audio-javascript-tricks.html. You'll have to change the function name from BatmoAudioPop to PlayerOpen to use it with this older script, though.