Do you think you could make it so that clicking on the video takes you to the youtube page, kind of like regular dohtml youtube imbedding would do? Sometimes it is useful to see related youtube videos and stuff and hilarious comments

Not with this player, no. It's not coded by me so I can't make it so that clicking on the video takes you there. And making the whole embed clickable would mean that clicking on the play etc. would take you there too.

Could you add a loop or replay feature to the mp3s?
I could listen to that first song all day long. :}

I thought people would rather not have looping on.

Also I can't seem to scroll while hovering over either of these. Is this intended? ​

It's flash, so yes. Whenever a flash object is active all the keyboard/mouse events goes to the embed, not to the browser.