Yes, as it states in the help section, you need Windows Media player to stream. It is the only software that supports embedding, true streaming, DRM, and protected streaming (and good codecs for playback).
If you wish to listen to the song with other software, download the mp3 and play it back with whatever you choose!
If you ever have any questions about NoWhere, shoot them at me. I am, after all, the creator....
W.