OK, here are some tips about how to use the mp3 page. When you click on a "play" link you download a m3u file. If you're under Windows and using Winamp, the playlist (m3u) start playing automatically. The same for iTunes under MacOS. If you use Xmms and netscape, Mozilla or Opera under Linux, then you'll have to specify what your browser have to do. Somewhere in your preferences dialog box you can add a type of file and the application that handles it. Here are the informations you should provide : the extension is m3u, the MIME type is audio/mpegurl and for the application give the FULL path to your xmms binary.
If you have tips about handling this streaming with text-based browsers you can mail me and I'll add it here.