Before I even opened this thread, I knew what my answer would be. I opened the thread and followed the link - at the bottom of the picture is the taskbar. There are 2 programs listed. One is XMMS - the multimedia player. The other is the one you want - it even has it's name there. The program itself is using a transparent skin. It works in KDE, Gnome, IceWM, Fluxbox and if you read my sig block you will see the answer towards the bottom of the links.
Full marks for being the first person in 2005 to ask this question