I listen to the radio a lot online and I was using the Windows Media Player as my default. It was annoying though, lots of repeats of sentences, etc. I guess the problem was not smooth buffering.
I did a little research online and found Winamp. Its a free download so I thought I would try it, why not? It has turned out to be a superior piece of software. The buffering problem is solved, very smooth play. Highly recommended.
Another bonus was the very cool free visualization software that is included with Winamp. I love the moving, changes images so much that I had purchased a copy of G-Force some time ago. This plays on the Windows Media Player. Its still a very cool program that I enjoy and I don't regret the purchase, but the Winamp player has its own version of this psychedelic light show that is great and its free. So kudos to Winamp!