Well,
Not really a widget. If you want to add jamendo player to your blog it's very easy.
1/ add free html widget to your blog
2/ go to jamendo.com, select your album
3/ In Album information, choose Embed: Website / Blog (XHTML) ([url=http://slamp.free.fr/b2evo/jamendo1.png]*1[/url])
4/ Select the kind of player you want to use; Copy the code ([url=http://slamp.free.fr/b2evo/jamendo2.png]*2[/url])
5/ return to blogs settings | widgets; edit the free html widget you added
6/ Paste code in Block Content ([url=http://slamp.free.fr/b2evo/jamendo3.png]*3[/url])
7/ Click update

Jamendo is a community of free, legal and unlimited music published with Creative Commons licenses.
Upload your music, share your favorite artists!

http://www.jamendo.com/

(*1) -> http://slamp.free.fr/b2evo/jamendo1.png

(*2) -> http://slamp.free.fr/b2evo/jamendo2.png

(*3) -> http://slamp.free.fr/b2evo/jamendo3.png