On the “music server”

sudo apt-get install openssh-server mplayer

On the your computer

ssh <username>@<serverip>
cd /path/to/music/files

If you want to play only one song

mplayer song.mp3

If you want to play the whole directory

mplayer *.mp3

In case of multiple extentions (example with mp3, wma and ogg files

mplayer *.mp3 *.wma *.ogg