Abstract: A system and method for delivering multimedia content to computers over a computer network, such as the Internet, includes a novel media player which may be downloaded onto a user's personal computer. The media player includes a user interface which allows a listener to search an online database of media selections and build a custom playlist of exactly the music selections desired by the listener. The multimedia content delivery system delivers advertisements which remain visible on a user's computer display screen at all times when the application is open, for example, while music selections are being delivered to the user. The advertisements are displayed in a window which always remains on a topmost level of windows on the user's computer display screen, even if the user is executing one or more other programs with the computer.