You can download WinAmp, if you don't already have it, here:

http://www.winamp.com/

, then get Pacemaker (a WinAmp plugin) here:

Pacemaker

I also recommend another WinAmp plugin, Loop Master, which allows you to 'mark' small pieces of music for repetitive practice. It's here:

Loop Master

Just one caveat: Pacemaker, at least, requires that the sound file be on the hard disk. It won't work with sound coming from a CD or record. But it's fairly easy to record to your hard disk.