Make sure you have installed the latest version of your browser.  We suggest using Internet Explorer. and/or Firefox. If you are using firefox you will need to download their plugins.

Make sure you have installed the latest version of Windows Media Player. 
http://www.microsoft.com/windows/windowsmedia/players.aspx

Make sure you have performed all of your 'Windows Updates'. 
http://windowsupdate.microsoft.com.

'Pop-up Blocker' software will prevent the player windows from opening.  Examples of 'pop-up' blocker software include the Google and Yahoo Toolbars, Zone Alarm, Norton Internet Security.  Most 'pop-up blocker' software can be temporarily disable by holding down the <Crtl> key while you click on the listen link. MAC USERS - You can disable the pop-up blocker for just one window by holding down the control 'z' while clicking on the link.