Audio files are large. This is because a good Compact Disc will have 44 thousand audio samples per second. Each sample being 32 bits (16 bits for each channel of stereo sound). A few seconds of audio can be like downloading a web page with several hundred pictures. If one has a fast link, this is not a problem, otherwise one has to download the overnight, if one has an Internet account with unlimited connect time.
To overcome this, we compress the audio using and RealAudio compressor. RealAudio will compress the audio stream to 28.8 Kbits/sec. This is sufficient so that most people on a dial-in line can listen immediately. As soon as you request a song, it will start playing.
You can get the RealAudio player for FREE at the Real Audio Web site. They also sell a version for $29.99 which has the added features of being able to record audio, and play in Perfect Play mode. Perfect Play mode means that the player will buffer up enough data so that the audio will always be smooth. On my connection, I don't see a difference, but I have never tried this on a dial-in line.