The Real Player is available from Real Audio as a free download. It's a great program for listening to streaming audio, not only at this site, but at thousands of locations on the web. It is especially fun for listening to live radio broadcasts from all over the world.
Also, if you have the program installed and hear a lot of dropouts while streaming, you may want to try changing the buffering (as opposed to grabbing the Bufferin). This is done by clicking the Options item on the Real Audio menu; and then selecting Preferences and Connection. Just experiment with different settings to find out what works best with your computer's net connection.