are you sure it was still streaming? i had a time on the last version of windows media when the streamed audio from kjfk would somehow store in a temporary location on my HD. the stream was unstable (no doubt due to wmp), and would restart the temp file.
never had problem with updated media player, but sometimes a streaming feed on itunes will "end" and the next song in my library will start playing, so i'll have to double click the feed again.
if you're bored/curious, check the archives and see if it was the incoming feed or your software that looped
