Go to any local radio stations website like hitz.fm or something. Then there is a button to listen to it live. The button should start Windows Media Player or they require you to install their special player after you registered with them which is free.

Or you could download Winamp from www.winamp.com and then search their shoutcast radio sites to listen to international online radio.

These are only a few ways. There are more radio stations worldwide that uses such ways that i described for you to listen. So do experiment.

Be cautious of some sites requiring you to install some other software not related to what you want to listen. Worse is you could get infected with virus or trojans.