Oh well, luckilly I still had a rtsp link in my RealPlayer favourites and was able to play directly from RealPlayer. The BBC isn't too keen on their streams being played directly through RealPlayer; something to do with it not being all that kind to their servers. But if it's the only way.. :)
Here's the direct rtsp link.
You need to open this link in RealPlayer by the way. It's the only player that will play it I'm afraid. I've spent countless hours looking for an alternative without success. MPlayer can't play it, even though it supports rtsp streams. It's something to do with the way the streams are encoded.
Enjoy the bass ;)