It was probably an ad that popped up from the website as opposed to the radio stream.
As to music, there are are some better choices than Live365 IMO. ShoutCast.com
offers a lot better selection of a lot better streams.
Some Net Radio networks that I listen to all the time (and you can also find on ShoutCast):
is an all request network with streams of Hard Rock, Alt Rock, Pop/Top40, Classic Rock, etc. All music, very little talking. Only problem is that on a bad day people re-request songs all the time and it gets a little repetitive.
. All electronica all the time with streams of House, EuroDance, Trance, Hard Trance and a few others.
, house music streams. We were listening to it the other day and at one point we could hear the guy mixing the music in the background. he left his mic on and we could hear him tapping his keyboard and clicking his mouse.
is all Classical music, all the time. From Bethoven to Brahms to Mozart to anything else you can think of. Fantastic on those days you really need to wind down.
But check out the built in tuner in iTunes, they have most of these channels and more good quality stuff.