I thought I should end this search with an update. The key for me is to be able to access the BBC (I've a soft spot for Radio 2 and Radio 4). The solution is to download and install realone player for the pocket pc, and then on an internet connected pocket pc (suggest wi-fi enabled), visit the web site -
www.radiofeeds.co.uk/pda - and select B for the BBC. All very straightforward and enjoyable ;-)