One of the easiest way to listen to streaming radio is using the iTunes Radio function. There you can find hundreds of radio stations to listen for free!
In iTunes, radio stations are classified by genre, like Ambient, Blues, Classic Rock and also Jazz.
My personal recommendation is Jazz FM, a radio station that broadcasts from the UK and schedules Jazz Standards, Smooth Jazz, Blues and Soul .
If you don't have iTunes you an download it now using this link:
www.apple.com/itunes/download/
To listen live to Jazz FM, see the program schedule visit their website:
www.jazzfm.com/