If you have windows media player (if you don't just dowmload it), click on media guide, then on either go to radio or radio tuner, if you explore what's on there then there's hundreds of web based streaming radio stations to listen to.
There are other ways to access web radio but that's the easiest way for me.
a website I like is www.radioblogclub.com no downloading, just the song you want and click on the song and it should start playing. very easy to use, hope this helps
pandora.com creates a personal station around your preferred genre or artist, while theoldiesproject.com is a live stream of great oldies. Try them out!