It's been a while since I used that site, but on your little homepage where you see your playlist on the bottom left, there should be a "post playlist" button. Press it, then it'll ask you whether you want to post it on Myspace, Facebook etc. Pick Myspace (only because you want the HTML code for your playlist). Next you choose your color etc, then press next. Now you'll have a HTML code.

It should look SOMETHING like this:

<div style="text-align: center; margin-left: auto; visibility:visible; margin-right: auto; width:450px;"><object type="application/x-shockwave-flash" allowScriptAccess="never" allowNetworking="internal" height="270" width="435" style="width:435px; visibility:visible; height:270px;" data="http://www.greatprofilemusic.com/mc/mp3player.swf?tomy=http://www.greatprofilemusic.com/mc/config/config_regular_noautostart.xml&mywidth=435&myheight=270&file=http://www.greatprofilemusic.com/loadplaylist.php?playlist=24711128">
<param name="allowScriptAccess" value="never" />
<param name="allowNetworking" value="internal" />
<param name="movie" value="http://www.greatprofilemusic.com/mc/mp3player.swf?tomy=http://www.greatprofilemusic.com/mc/config/config_regular_noautostart.xml&mywidth=435&myheight=270&file=http://www.greatprofilemusic.com/loadplaylist.php?playlist=24711128" />
<param name="menu" value="false" />
<param name="quality" value="high" />
<param name="wmode" value="transparent" />

Now you want to copy and paste that into your About Me section on your profile, which is at: Yellow profile button on top right of screen when reading this ---> Edit Profile ---> About Me & Interests

Voila, all done.