Its simply and MP3 stream. I just drag the URL to iTunes and away we go. If you don't have iTunes I highly recommend it. Its a free download for Mac and Windows from Apple at http://www.apple.com/iTunes.
The feed just went down again. Its probably a server overload. Just keep retrying the link in your MP3 jukebox player every 5 minutes and it will come back eventually. I've been listening to it for almost 24 hours now and it has gone down several times, but it is still there.