I have Martin Stannard to thank for this one. Pandora is a new kind of radio station. You key in a band/artist you like and Pandora will form a ‘station’ that plays songs non-stop by that band/artist and others who have some kind of affinity with that band/artist.
It works (and it's legal. Artists get paid, presumably through the discreet advertising - no horrible pop-ups)! I have five stations now that play music akin to Tom Waits, Talking Heads, Yo La Tengo, Miles Davis, and Belle and Sebastian. Some of the music I had heard before, some was completely new to me, but nearly all of it was good. If you hate a track, you can tell Pandora and they promise never to play it again.
When you go there first, you can have a trial shot. Then it asks you to register (quite minimal information) and to provide a U.S. zipcode. If you don’t know what to do at that point and are ready to give up, does this help?