Straight Up streams music typically via your Windows Media Player or iTunes software (among many others).
Mac users will generally be fine.
But if PC users see a message asking you to 'open or save file' when listening to one of the shows... Don't panic.
Just click 'run' / 'open'.
You may also get a window saying 'Windows cannot open this file...' and it will give you two options
a) Use the Web service to find the appropriate program, or
b) Select the program from the list.
Choose b) to select the program from a list. Then before selecting Windows Media Player or iTunes, remember to tick the little box further below that says Always use the selected program to open this kind of file.
All sorted for next time too!