First of all: don't start play music automatically on a webpage, let the user decide about to start the music or not.
You should put all your webpages into a long webpage, each one into a DIV:
<div id="page1">
content of page 1
</div>
<div id="page2" style="display: hidden">
content of page 2
</div>
<!-- etc. -->
Except the first one, hide the divs by CSS or style tag, see example. Then all the links pointing to other pages should call a small javascript code, which changes the visibility of the divs, turning the "referenced" one visible and hide others:
<a href="#" onclick="switchToPage(2)"> go to page 2 </a>
The player should be placed before the divs, or anywhere. The advantage of this method, that you may make a fix footer, header etc., and change only the content area. The disadvantage is that search engines will only see a long page instead of 10.
But again: don't make a webpage which starts playing music automatically!