More RAM will help. Also, try closing any other applications that are
running on the background when you are streaming video.

Modem Ani

It happens to me on some sites also and it's not RAM or programs running
in the background that causes it, it's WMP.  I've been to sites that give you a
choice of player and where Quicktime and Real will run smoothly, WMP won't.
In fairness though most times it's a busy server and the best solution is to find
a way to access the stream directly and download it.  I think this should be an
option as I'm sure there are a lot of dial-up users who would love to be able to
play a high quality video once in awhile, I know I did.