Most internet radio stations broadcast in mp3 format. Any program that plays mp3s will play internet radio- winamp, wmp, realplayer, quicktime, musicmatch, jetaudio, anything.
If you're having trouble with buffering, etc, the most likely reason is your internet connection may not be fast enough.
For Aussie football on the net, chack this link:
http://www.squidoo.com/footy/
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