Older browsers once forced the user to wait for a complete download before launching the audio player. This situation is very rare today and never happens with my recommended method of embedding audio - unless the connection is too slow... and if it is, downloading the whole song first is the only practical option. No one wants to listen to music that "stutters" as dribs and drabs of data arrive late on the user's computer!
So once again, to play streaming audio on your website, just read this article: How do I embed sound and music in my web page? Everything you need to know is in that article.
Got a LiveJournal account? Keep up with the latest articles in this FAQ by adding our syndicated feed to your friends list!