Media Player and streaming

Just got a new computer, and is almost done setting everything up.

I have this small annoyance with media player when i am playing songs from websites, that it loads the entire song first before it plays.
I used to be able to hear the song while it was loading in media player.

I also had this with my old computer, but a buddy showed me how to alter it. However today he can't remember what it was he did back then.

you need to upgrade to media player 14