如何在不重新加载页面的情况下使用Jquery fadein / fadeout？

I need to create a website with an audio player that plays as users traverse through the site. At the same time, the content section needs to fade out and back in while this is still going on. So bring in another piece of HTML without reloading the page. The question I have is, how can i get all those to run correctly, while at the same time, running different Jquery plugins on different pages?

Essentially, I need to website to run like this one but with a continuous audio player in the corner or something. http://www.chalicerecording.com/

If you notice, the page never reloads and the name of the actual file doesnt display on the browser top. This gives me the idea thats its using PHP for the page.

So with that idea, I ended up finding this. http://www.youtube.com/watch?v=ytKc0QsVRY4

The problem im having with that is that I cant seem to figure out a way to run individual Jquery plugins on each individual PHP page without reloading the entire page. I hope this is enough info for you guys to work with.