Music played like Avex Radio

[mrAznnizeguy]

Does anyone know how to encode the music onto the internet so that you don't need to wait for it to finish download but will start playin? i dunno what its called but it works the same as the Avex internet radio station. because i have musics in my site thats like 1 mb and by the time you finish downloading it will take like at least 1 - 2 minutes. how do you do it when it starts playing after like 5 seconds?