I think I got it, but it is amazing what I had to go thru to get it. I got nothing using Opera, so I opened Firefox...I clicked on the banner, got the ad, then a blank page. I did a "view source" on the blank page, which showed me some code and references to javascript....I noticed at the bottom of the blank page in Firefox an unusual orange arrow I hadn't seen before, so clicked IT....got a little popup window which said "one embedded object" and an option to copy THAT to the clipboard. Did so...got this:

http://www.warpradio.com/new/player/stream.asp?id=12065&streamType=&streamRate=&gatewayID=66

pasted that into my Media Player and the ad played, then the program started. THEN, I clicked on 'file' 'properties' in Media Player and got this:

mms://64.92.199.75 .....which is the actual address of the stream that media playing applications use.

Now, why the station can't make that address clear up front, I am not sure. Why the usual click didn't work for me 'may' be a function of firewalls or something, but I have configured those to allow the various players to allow 2-way freedom....

Anyway, I seem to be in now......