I was thinking to listen to web internet from the net in my office if possible. Do you have by chance any idea about how to download a good software for this job ?
I use Iheartradio and Tunein Radio. Apple ITunes now has radio built in. There may be a problem using these programs at the office. A lot of network or security administrators block the protocols to save Internet bandwidth ($$$$).
If you have a device, TuneIn Radio is free and a great app!
Personally I like Screamer Radio, but like all other internet radios, it does not work with all stations, so it may or may not suit your needs.
I've taken to Jango lately. I like the way it gives me music related to my favourite bands.
You can try Audials Radiotracker for this job and there is the link :
MediaMonkey will play most Shoutcast or Icecast streams
you can get MediaMonkey Gold from Makeuseof Rewards, click on your Profile Icon and check Get Rewards Tab.
Most online radio stations use standard protocols and often don't require any additional software.
For example SHOUTcast stations should work with software you probably have installed already (iTunes, WinAmp, VLC, most also in Windows Media Player).
The 'bigger' stations often have multiple links on their homepage for various systems and software.
If you don't have any specific station you want to listen to but are looking for a 'directory' you can use the SHOUTcast homepage linked above or e.g. VLC, WinAmp and iTunes offer a list of stations too.