Hi Sherry,
It's probably because you have the CMPS installed outside the vbulletin directory. Here's what you need to do.
Edit the code for the popup, in the navbar. You will see a line of code with this url in:
mp3playerindex.php?do=viewmp3playerpopup
Prepend this line so its the absolute url, not relative. Hence it will look something like this:
http://www.mydomain.com/forum/mp3pla...mp3playerpopup
That will fix this problem.