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Do you mean you want to become a radio station on the web and send streaming music to anyone? In general Web hosting plans do NOT include streaming media software, and do not have the bandwidth to allow for streaming or downloading media files.

If you mean you want to *listen* to radio over the Web, then you do not need web hosting for that. Please explain better what you are trying to do.
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Websites can STREAM audio, but that is part of the website’s capabilities. If you want a radio that can pick up streamed audio from the Internet, then you need a radio that can *connect* to the Internet. It needs to have a network card in it, whether that is an "invisible" (inside the case) wireless chip or else a visible RJ45 jack for a network cable. Some of the words you need to look for are:

Wireless Ethernet = 802.11, 802.11bg, Internet, Ethernet
Wired Ethernet = 802.3, RJ45 jack, 10BaseT cable

Both methods are Ethernet connections to the Internet — and that is what your radio must have if you want it to play streamed music from the ‘Net.

But if *you* want to be the one who sends a radio signal through your website, then you want to investigate streaming audio/video content from your website. Although it’s commonly called "Internet radio", it really isn’t — it’s streamed audio. ("Streamed" means that you can start playing it before you receive the entire file, which might take hours and hours and hours to receive — usually, you’re not even *aware* that you’re downloading a file. You just hear the music play.)

Radio stations can play music on the Internet, but they don’t use normal radio technology to do that. "Radio" waves go through the air on particular frequencies (95.3, 96.9, etc); streamed music goes through the Internet. The Internet signal can go through the air (using wireless Ethernet), but that is a very different technology from "radio" waves. That’s why most radios cannot pick up Internet "radio" stations, but computers (with wireless chips inside them) CAN.

HTH
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