There was a thread somewhere that linked to a minimal-type VLC player skin that you could overlay on hte E D screen, I played with it a bit but decided to just use my internet radio instead.
There is also a project to provide a radio player using VLC via Voice Attack - I don't know anything about it though but you can look in this thread:
I simply mute the music ingame and load up a playlist of mine on winamp.
My keyboard (Logitech K350) has buttons for any media player to play, stop, pause, rewind and skip to next track.