Now is longer necessary to download the full (quite big) MP3 music file. Instead you can listen to the data stream as it arrives to your computer.
The data stream is produced with Nullsoft's shoutcast free MPEG Layer 3 audio streaming technology. To listen to this music you have to use winamp if you are a MS windows user or xmms if you are a linux user.
You can find more www music stations that use this technology in shoutcast's homepage. Radio Autónoma also uses it.