One easy way would be to download a copy of the media player install package and store it with all my music on the external drive.
That way you have the installer available if th machine yu are using does not already have the latest version installed.
Version 9 for 95/98/ME/2000 http://www.microsoft.com/windows/windowsmedia/player/9series/default.aspx
And version 11 for XP and Vista http://www.microsoft.com/windows/windowsmedia/player/11/default.aspx
By doing this you are looking at 50MB of files you can use on the fly.
To be honest my preferred method for doing this is to use my 120GB Ipod and an ipod Mixer http://www.amazon.com/Ion-IDJ-iPOD-DJ-Mixer/dp/B000AAQZO0 that way I can get a little creative.
Eric
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