Help Pene! or anyone who knows the answer to my question...

It seems when I listen to some archived programs on the 'net and also some radio stations, there is so much buffering (interruptions) that it almost impossible to enjoy any kind of continuity. I don't have buffering on the Mudcat live radio broadcasts or on PalTalk. As a matter of fact, on PalTalk I seem to have one of the faster connections considering my time of applause, etc. Is there a way I can listen to an archived program without these interruptions? It seems to me that I should be able to download the entire program and then play it off my computer. Why does it seem to depend on a connection???????