If you have winamp or windows media on your computer, internet radio will work. Basically it is privately run websites that have massive databases of different genres of music. Whether it be jazz, hip hop, rock, pop, swing, latin, spoken word, comedy..whatever.
Some radio stations also have the option to listen online. With those sites, you get the commercials, but you also get the disc jockeys.
Visit some of the websites listed above and check it out. Recently the RIAA (recording institute association of America) ruled that the webcasts of music was illegal and all sites where shut down for fear of royalty payments. But a court injunction in the US has allowed internet radio to get back to what they do best.
Diamond White Classic Aurora - Back on the Road
Galaxy Silver Grand Prix GTP CompG - Soon to be mothballed