Windows Media Servers support both Windows Media Audio and Video. The stream can be played by Windows Media Player. As this player is already installed on most Windows operating systems, most of your audience will already have the correct player on their system.
You can also embed Windows Media Player directly into your webpage. Combined with the scripting abilities of the Windows Media format, you can also synchronize song information and advertisements with the audio/video content.
For extra exposure you can be listed on WindowsMedia.com.