using frame is a bad way to make a web site and you will have problem with search engine ...
having music played continuously is really related to a flash web site cause this is the only one type where page are not refreshed ..
I will suggest to open a popup ( using javascript code ) that play the music when some one access to your web site.
To be sure to have it played from any page of your web site you can put the code on all of your pages with some php script that will define a session and control if the pop-up is opened or not : to avoid opening the pop-up music more then once