How do you stream a audio from a webiste using HTML?

I need a little help figuring out how I would go about streaming music from sky.fm to my blog, which is in my signature.....I've tried looking for the coding that would allow me to do this but they either have to be on autostart to work or the music player isn't functionality on every browser (Firefox, Safari, & I.E)

 

You can't. You'll need to use something like Flash or Silverlight.