You cannot do this, Oxwall is not using ajax for the entire site. So when ever you go to another page it will stop playing the audio.
In the past people would use frames make 1 frame 0% and the other 100% and in the 0% frame have you audio player page and in the 100% frame have your Oxwall site.
It isn't perfect and not at all SEO friendly but it works. Other solution is a pop-up.