Embed radio player such as the one on http://www.1061kissfm.com/mediaplayer on to a html?

The link you provided is a station that uses Adobe Flash to play songs. The only way to grab that is to look at the source code for the .swf embedded file and use the "embed" HTML tag on your site. Unfortunately many websites will protect their .swf so it won't be accessible except on their .com. You might try looking into iframes, that would work with some modifications.