I don't know if there's a way to actually take the MySpace player off your page. Some people use the "div overlay" method to cover over their default MySpace page, then they put a music player of their own choosing onto their page.
Other people leave the MySpace player, but add a second music player, one that lets them select more songs, for example.
One person I know has a music player from
isound.com on her MySpace profile (in her "About Me" section), and she's quite happy with it.
So, even without getting rid of MySpace's own music player, you can still add a player to your MySpace profile that gives you more options.