If you have a slow connection or one that is prone to throwing you off, you will want to try a different audio format. Likewise, you will probably have difficulty listening to streaming audio from Internet radio stations. The audio player tries to download enough of the beginning of the song so that it can start playing it without too many snags or pauses in the playback. If the music sounds like it is breaking up your connection probably isn't very fast. If you have a slow connection but wish to listen to MP3s and online radio stations, do so late at night.
Internet traffic is heaviest during the day, primarily around lunch time.
This is the worst time to try to download audio files or listen to streaming audio. If you have a slow Internet connection which doesn't improve at night, look for music that is in the Real Media format. Real Media files are more compressed than MP3, so they download much faster. However, expect the quality of audio to go down as well. To make the file size drop, some of the information must be removed, which is done by removing the low and high ends of the audio spectrum.