Some websites (eg www.bbc.co.uk/radio3) stream audio in a format
suitable for RealPlayer.  Others (eg www.classicfm.com) require
Windows Media Player.  I have the latest (free) versions of both on my
PC, but how do I set things up so that I can listen to both BBC Radio
3 and Classic FM?  I'm more likely to use RealPlayer as the default
(since the BBC requires that), but is there any way I can listen to
Classic FM as well without re-setting the media associations each
time?  I am listening via an ADSL link.

Hi,
When I click on "Listen Now" at ClassicFM, a new window pops up. If no
new window pops up when you click on "Listen Now," you might be using
a program that ignores pop-ups.  Disable that program, close your
browser, and then open it and try again.
On the other hand, if a new window pops up, but there's no audio, then
it might be caused by RealOne hogging extensions that it can't handle
(I constantly experience this problem, especially with QuickTime). 
Try this solution:
1. Open Windows Media Player
2. Choose Tools->Options
3. Go to the File Types tab
4. Make sure that "Windows Media File," is completely checked (not a
shaded check)
5. Click OK, save your settings, close your browser, and then try
again.

If that still doesn't work, don't despair.  You can manually tell
Media Player to play Classic FM by opening it, then choose File->Open
URL, then type in http://audio.musicradio.com/classicfm.asx (or click
on this link).

I hope this answered your question.  If you still experience problems,
please let me know before rating.

Windows Media files end with different extensions than RealPlayer
files.  The two players should recognize their own files and
automatically play them when you click on the file with the
appropriate extension.

Should, but doesn't!  I get no audio response at all when clicking on
'Listen Now' at classic fm.  I suspect that RealPlayer may have hogged
all the Media Player extensions, but then can't handle them.  I'd
accept an answer which tells me, step by step, which extensions to
associate with Media Player, and how to do it.