Desktop solution if you're on a mac: http://dougscripts.com/itunes/scripts/ss.php?sp=currenttotwitter Otherwise, just try googling. I found the above with keywords "itunes twitter", but you could try "[insert music player here] twitter windows"
Forgive me but isn't that what last.fm is for... not twitter? Of course twitter is used for everything else too in terms of spamming your every action, so mneh. Desktop apps... Want one? I could make one