According to what is printed on the site, it is Windows Media and not Real Player. If you have firefox and the windows codecs installed, you can probably listen to it on the web.
If you use the link: http://www.cbc.ca/livemedia/cbcr1-charlottetown.asx
then you can use a player that has an mms: protocol plugin installed. One example is xine with libmms0 installed.
Google for mplayer. There is a package with the windows codecs you can install. There are instructions on where to copy them to.
Either /usr/lib/codecs or /usr/lib/win32.
If you have a /usr/lib/codecs/ directory, you could create a symbolic link: /usr/lib/win32 -> /usr/lib/codecs with the command:
sudo -s /usr/lib/win32 /usr/lib/codecs. Then older software looking in /usr/lib/win32 will still find the codecs they want.