While looking through the thread of people showing their desktops, I seen one desktop and it looked as though Windows Media Player was imbedded within the taskbar along the bottom of the screen near the right hand side of the screen. It showed the typical buttons.
I went back and checked and seen it was a post by Freelancer. I have sent him a message on how he did the above. It is on the first page of the Show Your Desktops thread.
I just figured it out.
Right click on the task bar.
Toolbars ------ Windows Media Player (check)
Open WMP....hit the minimize button and presto!...WMP is in the taskbar.