switch to wap for streaming message

Just signed up to use with my BB Storm. Got the thing to work after searching the forum to make sure the ringing tone didn't signify a mega bill on the way!
Just befor the media player screen comes on and the ringer tone thingy, I get a meassage "switch to wap for streaming" with a cancel or OK button.
What does it all mean?

I get the above question when I try to listen to a station on my Blackberry Bold. I choose OK; the media player starts but no radio... I choose Cancel, and nothing happens. What can I do? Please help out!

Michael Andersson, Sweden