Thanks for the feedback so far, all valid points

I will sort the file problems, it should be simple, I just need to remove any non .mod, .it, .xm, .s3m files from the list that is shown. That way it should only be compatible files that the user can click on. The file list is very primitive right now, so the way you use it is to use left and right arrow keys to flip through pages of files. It would probably be an idea with some buttons that flip the file pages besides just keyboard shortcuts.
I haven't spent too much time on this as its something that sprung out of boredom

But if there is an interest for it, then I don't mind working a bit more on it. I sometimes like to listen to the module collection, so a small footprint player seemed like a good project to get me coding again.
but the window is too small to read
I was aiming to have it take up as little screen space as possible, but as you mention that you would have it running in the background, that is behind other windows, it wouldn't really need to be that small. So perhaps a larger font and a larger window could be better. I will look into it as well.
[edit] I have updated the zip package with a new version. This one fixes the problem with non-module files being shown. And it adds volume control, although a bit simple, you basically click in the left or right half of the volume bar, that grey one to the right of the buttons.
[edit2] Updated once more

This time with adding scrolling to the filelist. You can now use your mouse scroll wheel to scroll the filelist up and down. Using left and right arrow still works, and makes the list jump 10 files at a time. The mouse scroll wheel will scroll the filelist one file at a time.