Microsoft have teamed up with last.fm to produce a IE9 version of the site.
I like it.
Well there online radio sites that have some trouble like those that want you to have Windows Media Player 11 but I'm using 12.
What I did was after listening to online radio from the Internet browser, let say IE, I would dig its cache folder and look for .asx (playlist) files, copy those to the folder where I keep my MP3s. If I open those .asx files they actually launch the online radio stations straight from Windows Media Player 12 without the hassle of opening a browser.
Oh wow it's actually a really fun ride through tag-cloud hopping