Hi,
I’d like to implement audioplayer that plays at every page without stopping during changing pages but without using frames 
Is it possible ?
When I read your topic title I was thinking “frames”.
Since you mentioned you don’t want frames I suppose you can make the whole website AJAX based and just reload specific parts of your website when someone clicks a link.
Yes without using a frame/iframe or ajax there is not much chance of this as once the page is reloaded whatever is playing the audio is going to be reloaded also. At best with flash you could possibly set a shared object to get the audio to start from roughly the same spot but there would still be a noticeable gap.
Eric Watson has a nice summary of the options on this page (scroll half way down):