ummm it was really hard to figure out how to do that. I just opened "mms://wm.allaccess.com/allaccess/emercurs.wma" in one page and hit refresh on the link from this article and it just started playing.
So far I'm not incredibly stoked about this song. I'll hold out hope for the rest of the album, though.
EDIT: On second listen I like this song muuuuuch more!