The P in a circle is a copyright symbol used for sound recordings much as the circled C (copyright) or circled R (registered trademark) is used to indicate that a work is protected by copyright laws.
Although I don't find the term in any standard dictionaries, the Terminology Game (part of the Font Game app by I Love Typography) calls it a phonomark. Sounds better than "circled P". In Unicode it's the bland but descriptive Sound Recording Copyright.
Using Windows 7 Character Map you can see which OpenType fonts have the Sound Recording Copyright Symbol (Unicode 2117). In the Advanced View, Search by Unicode or select Group by: Unicode Subrange then select Letterlike Symbols. The Trademark and Servicemark symbols (if present) will be there as well as the Sound Recording Copyright. (The copyright and registered trademark symbols are under General Punctuation.) Some OpenType Windows fonts I've found that include the character:
- Arial and Arial Unicode MS
- Cambria and Cambria Math
- Lucida Sans Unicode
- Meiryo and Meiryo UI
- MS Gothic
- MS Mincho
- MS PGothic
- MS PMincho
- MS Reference Sans Serif
- MS UI Gothic
- Segoe UI, UI Light, UI Semibold, UI Symbol
You could also purchase Jon Cotton's circled P sound recording copyright symbol fonts from The Fantasic (P) Font Page. Available for Mac System 7.x and higher and Windows, it comes in multiple font styles. Like it? It's 'buy-Jon-a-drink'-ware. Use PayPal to send Jon $5 or so and he'll email the circled P files to you.
Can't find a font you like with the symbol? Create a circled P symbol in a graphics program and insert the graphic in your document. Or, create the circled P symbol in a graphics program and insert it in a never used position within an existing font (requires font editing software to do this or there may be companies that will personalize a font in this way). In Windows XP/7 you can use the Private Character Editor to create the symbol and insert it into one of your fonts.
On the Web, creating a graphic of the circled P is the only way to put the sound recording copyright symbol on a Web page. There is no current HTML code for that symbol except with some Unicode fonts. Some of these Unicode fonts may include the Sound Recording Copyright Symbol.