1.With a cheap microphone, do a voice recording of any and all notes you could need for the exam. Keep every chapter, section, etc. on a different track so it can be easily accessed.
2.Store the audio file on the music player.
3.Ask if you can listen to music while you work. Use the "I did all my studying listening to my music, so 'state-dependent' theory says...blah blah blah" excuse, if you must. If listening is not allowed, put an earphone up your sleeve, or wear a hood. (It is easy to conceal a small earphone without a conspicuous hood if you have long hair.)
4.Listen to your "music" during the test.