Internet radio is excellent!
Recently, I decided I'd click on the My Streams button in Zinf, and I've been pleasantly surprised. Internet Radio is a buzzword for streaming audio. There are thousands of streaming stations to listen to, carrying everything from traditional Persian music, to industrial and everything in between.
It takes some strain if you are on dial up, because it constantly uses about 16k of bandwidth, but you are probably using broadband by now. The source I use is Shoutcast, which is owned by AOL(shudder). The best thing about Internet Radio is that it is free of charge and of annoying Disc Jockeys. I have used it to listen to music I would have never tried because of the cost and the risk I would not enjoy the music. So download Zinf or WinAmp or something and try it out.