Streaming requires you to have Pop-Up Blockers disabled.
In Internet explorer:
1. Go to tools
2. Pop-up Blocker
3. Turn off Pop-up Blocker
To only turn off pop-up blocking for StreamAudio:
1. Go to tools
2. Pop-up Blocker
3. Pop-up Blocker Settings
4. In the box marked "Address of Site to allow" type Streamaudio.com
5. Click close and close try launching the player.