Using a special music player
The most versatile of the music players might be the music player daemon. Your desktop will run the daemon. There are many clients available to remote control it. It is not the only option as far as remote control palyers go. Rhythmweb is another option but many more exist.
Pulseaudio is an abstraction layer giving programs access to your sound hardware. You can configure your Desktop as a "sink" for audio and your laptop as a "source. Then you will be able to stream all the sound from your laptop to your desktop on a very low level. See chronitis' answer and tutorial link for more information.
Probably the easiest and way if you already know ssh is this one:
Assuming your Laptop has an ssh client with X11 capabilities (installed by default on Ubuntu or MobaXTerm and many others on Windows) and your Desktop-PC is running Ubuntu.
Install ssh-server /
sudo apt-get install openssh-server on your desktop PC.
Make sure that the file
/etc/ssh/sshd_config on your Desktop-PC has a line that says
Use the command
(ssh -CX user@desktop-PC NameOfYourMusicPlayer) on your laptop to start the music player of your Desktop-PC (it will run on your laptop but play sound on your desktop's speakers).
Enter your password on your Desktop-PC and wait for the player to load.
Substitute "user" for your username on your Desktop-PC, "desktop-PC" with the IP or hostname of your Desktop-PC and "NameOfYourMusicPlayer" with the name of your Dektop-PC's music player (e.g. Amarok, Banshee or Rythmbox)
All music you want to play has to be present on your Desktop-PC. You cannot play music files located on your laptopt. What you can do is move music files from you laptop to your desktop over network using
scp or nautilus.
PasswordAutentication for ssh is a potential security risk. If your password is weak and your Router forwards the standard ssh-port (22) or if many people have access to the network your Desktop-PC and laptop are connected that might be a security risk and you should use another authentication method (see the ssh-tutorial for more information).