There's a thread somewhere around here about how since sony made it so you can minimize EQ that it'd be a violation of their policy to put an mp3 player into the UI. Therefor you have to use winamp or whichever mp3 program you use and just minimize out. I'm not good at re-wording things, but if you search I'm sure you'll find the thread
Lots of people would love it.. but it'd be against their rules.