There are no books specific to programming jukeboxes. At its heart, a jukebox is a simple affair: you index a folder to find songs, you put up a list of songs on the screen, accept keyboard input to select those songs, and play the songs. The trickiest part is knowing when a song ends so you can start the next one in the queue.
If you're just writing it for yourself, lots of this is really easy, since you don't need to worrk about multiple resolutions, remappable controls, skins, etc. I wrote the initial version of DOSCab Jukebox in about four hours because I could hardcode everything since it was just for me. Of course, if you have even the slightest inkling that you might release it, plan on making at least the control configuration read from a configuration file.
So, I guess the question is, which part are you having problems with? Indexing? Input? User interface? Playing songs? Song queue management? All of the above? How far have you gotten?
--Chris