The easiest method to send keystrokes to an inactive window with AutoHotkey is to: (1) remember the current active window, (2) activate the target window, (3) send keystrokes, and (4) activate the original window.
This following script works with Rhapsody:
Media_Play_Pause::
WinGet, original, ID, A
WinActivate, Rhapsody
Send ^p
WinActivate, ahk_id %original%
Exit
Media_Stop::
WinGet, original, ID, A
WinActivate, Rhapsody
Send ^s
WinActivate, ahk_id %original%
Exit
Media_Prev::
WinGet, original, ID, A
WinActivate, Rhapsody
Send ^b
WinActivate, ahk_id %original%
Exit
Media_Next::
WinGet, original, ID, A
WinActivate, Rhapsody
Send ^f
WinActivate, ahk_id %original%
Exit
Note: If AutoHotkey does not register Media_Play_Pause et al to your keyboard's media keys, you will have to manually retrieve the scan codes. Instructions can be found on my answer here: https://superuser.com/a/371141/100787