Streaming songs - this is great but how?

on a recent site check I stumbled across the sound player on this site:

http://www.zoetyler.com/noflash.html

it is really great in the speed of the streaming and it also has one of those progress bars like quicktime so you can see how much of the song has to play. I really need one of these for a band site I am making. I have done searches for streaming music tutorials but the ones I have found actually store the music within the swf of the file which kind of defeats the point, in other words, it doesn’t stream. I am on dial up and the songs on this site played almost instantly. I presume the mp3 files are just on the server and load in as required.

I need a tutorial, sample FLA Anything to get me going, can you help or advise me please.

Thank you.