Streamng media help

[golfdog352]

I am trying to stream a FM station from it's website. I have had no luck doing this. I was told to install Skyfire and then I would be able to stream the FM station. I have installed Skyfire and am still not able to stream the FM station. When I click on the "listen live" button, I get a screen that says something about a missing plug in and click here to install your active X plug in. When I click the " install active X " nothing happens.
I have used the search function many times trying to solve this problem myself but the more posts I read the more confused I get.
Obviously I'm not in the same league as most of the people on this site when it comes to knowledge of computers. I probably shouldn't even be allowed to visit this site. I'm like a child learning to swim, someone threw me in the deep end and I only have one swimmy on one arm.
Seriously, I am learning. I asked for help a few weeks ago about installing a .cab file and because of the good people on this site was able to install the file. Baby Steps....