Do you mean you have stored your music files on the server and you want to listen to them on your client machine?
in reply to WAV on a web server
If so, explore Logitech Media Server (written in Perl!).
A program should be light and agile, its subroutines connected like a string of pearls. The spirit and intent of the program should be retained throughout. There should be neither too little or too much, neither needless loops nor useless variables, neither lack of structure nor overwhelming rigidity." - The Tao of Programming, 4.1 - Geoffrey James
My blog: Imperial Deltronics