The eaisest way is to use something like shout cast - www.shoutcast.com, but you will need a server to connect to with shoutcast server software set up if you will want to have more than something like 12 listeners at once. These are notoriuos for being system hogs and most host's will not install them, so its either find someone offeing shoutcast hosting, or get your own server and set it all up.

The difference in price, quality, and how many listeners you can have will vary drastically what ever solution you go for. If you want to stream cd quality music to a lot of people, then it can get expensive very very quickly due to bandwidth costs. If you do a search on google you should find some intresting stuff come back if you dig around for a bit.