Does my computer have to stay on

[dwayne00]

Hi, I used winamp before a while ago and I'm going to start using it again. When I used it I ran an online radio station and I had to keep my computer on all the time in order for the software to run and play the music. Do I have to keep my computer on now in order to keep my music playing or is there a way where I can load my music onto the software where it can play my music and I can shut my computer down? Thanks