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Am I missing something?
Certainly there can be more than one way into a site than via the front door. If there are a dozen different keyword phrases for which you wish to optimize your site, nothing stops you from tuning one keyword phrase for each of 12 pages, so each page responds well to its particular phrase. If you've done your job well, the slight advantage that keywords in a domain provide (if that's what you're really talking about here) won't much matter.
Keywords in domains are more important on directories, anyway.
Or alternatively, build several different sites that target specific keyword phrases. To minimize accusations of spamming, make the content at each site considerably different. If you're going to try to get several different CD/record sites into Yahoo and the ODP, then your challenge will be serious indeed. You've got to make those sites different in major ways, with distinct content otherwise editors might say no to admission.
I wouldn't recommend redirecting from Site B to Site A. My advice is make a stand-alone site if you're going to try marketing Site B.
Penalties happen when you get caught spamming, as search engines and directories view it. Separate and distinct sites don't usually qualify as spam. Keep 'em clean and you won't need to worry about penalties. Hope that is of use.... Good luck. ;)