| Well, first off, a hard drive that plugs into a wall socket does not exist. It never will either.
Hard Drives are magnetic storage, meaning it takes a lot more than just a simple flow of electricity from the wall to make it work. Not to mention, without a computer, the hard drive is useless. Even if by some chance you were able to find something to make it plug into the wall, you'd have to have a set of speakers for the music, programming in the hard drive to make the entire hard drive think it's a giant CD, as well as an insane amount of plugs, all of which are completely impossible.
Oh, and a power supply is the electricity flow for computer related things. It's basically there to regulate electricity usage for each part of a computer, and this also requires a computer to work.
No offense man, but what you're asking is not only impossible, but more than likely the least useful thing you can do to get music playing. If you have money, I'd just suggest you go buy an iPod. Other than that, I dunno. | 
I suggest searching Microsoft's forums to see whether anyone else have tried that.
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