I doubt I am the only one annoyed by the fact many sites offer streaming audio in one format - Realplayer.
I religiously refuse to install realplayer. It completly redeifines the term 'bloat'. Not only does it nag at each run for personal information, it installs its 'message center' to bug you with "interesting" alerts from real.
Finally there is a solution:
http://home.hccnet.nl/h.edskes/0001/realalt080.exe
A freeware compact version of media player with all the realaudio codecs, supporting streaming, etc.