dns problems and domain name masking

[meekatron]

i recently got my self a domain name to use for my subsonic server, so i dont have to type the ip address in all the time.. The domain name takes me to my home page which then has a link on it for my subsonic server..
my problem seems to be this..
i can get to my home page at example.com which is fine all works
the link on this page for my subsonic server is my computer ip, when i click this all is fine i go to my music server, and everything seems fine, the address in the browser still says example.com..
but i cannot play music on the server.. the only way i can get the music to play is to log out then log back into the server, but when i do this the address in the browser changes from example.com to myip for server...
has anyone ran into this problem before and can help me out.
i got my domain through godaddy..