Streaming Audio

I am a very recent convert to Linux from Win98. I am currently using the SuSE 9.0 Pro distribution though I have plans to upgrade to v9.1 in the very near future. I have searched the past year's archives for this list and found no reference to my problem. I just hope I'm addressing the proper list. I have attempted to listen to some streaming audio from the net. I receive a *.asx file but I don't seem to be able to make use of it. Any helpful advice will be appreciated. -- Jim