Get an account at the Helix Community site, and agree to the licences. Setup is then roughly as described in the Helix Client Quick Start Guide, but with:
command line: ./splay.app/Contents/MacOS/splay ~/test.mp3
Basically you set up an SSH tunnel, fetch the build system from CVS, then use the menu to set which client you want to build. This simple splay_mp3 client just plays MP3s.