It's a Swiss music box. The wind-up mechanism plays the tune and also spins the drive wheel and bobbin. I love it even more than the spinning wheel lamp! The evil lamp shop called and left a message before I even got home that my lamp was fixed and ready to pick up. Hmmm. Have to go pick it up today and I hope that awful woman isn't there. yech.
***Update*** She was there, and she was nice as could be. Go figure. Guess she was just having a bad day.