That's odd, Scotman. I was listening to that station anyway but I've just closed the page and clicked on the link I gave you. It works fine for me (with Firefox 5.0 and no relevant plug-ins, apart from the Windows Media Player one which I thought should be there by default anyway).
I got that 'free install' offer as well but I didn't accept it because
(a) I can hear the sound perfectly anyway ; and
(b) I'd rather get any downloads directly from Mozilla (just in case the free offer includes loads of adware, or similar).