Check the quality of your phone line by using a ping test, here:
http://www.pingtest.net/
(Simply click 'Begin test' and wait until a grade is displayed. You're hoping for an 'A' grade. Clicking 'learn more about grades' will explain the significance of your result).
Then check your bandwidth here:
http://www.speedtest.net/
For a reasonably reliable service from internet radio stations, or from Youtube, you need at least 2Mbps but even at much higher figures (such as the 6.3Mbps I typically get) Youtube can still 'stutter' occasionally.
If you get quite good results from those tests, the problem might be with your PC. Press Ctrl-Alt-Delete and enter the task manager. Take a look to see if there's anything running (and therefore using up processing power) which you don't really need. If so, use 'End task' to close it and try accessing streaming audio sites again.
Chris