Blocking Internet Radio Sites

What is the best way to block my users from listening to the favorite
radio stations on work computers.
They are running win98 with ie6 with proxy enabled. I am running Nw6.2
and BM3.6.

Basically when they want to connect to radio station, they need a
plugin like surfernet. I have blocked them from getting to surfernet to download the plugin, but that is not the optimum solution

any ideas?