I'd probably start by writing a simple client server application to play MP3s "remotely". You could setup the server to play the files, and use the client as a control panel type application.
This is what I did for a "project" to learn perl. I know my program is far from perfect, but it's a good way to learn stuff. Right now mine is controlled by CGI, but you should be able to easily modify it for controlled by a socket. If you don't want to write one from scratch, feel free to use mine. Be cautioned though, it does have some bugs. jukebox.tar.gz
