Python can use its COM support and the OCX of the WindowsMediaPlayer to play mp3 music files. Make sure that your Python installation has the win32com folder. Check http://starship.python.net/crew/mhammond/win32/Downloads.html for the latest win32com support.
This code relies on file WMPlayer.OCX which MS has removed on newer versions of Windows. See the note on using modules pygame or pyglet in the comment posts.