In dimensional modeling you must chose which process you want model. If the Team Player relationship is secondary to your model, you could just ignore it and know that a player is belonging to a team when he goes to bat for the team.
Of course this leave out the players that never bat.
If you want to consider this relationship, being a many to many one, the obvious solution is another fact table. The fact table could even be factless (when you do not have additional information over it, but in this case the salary of the player would be an obvious and important fact).