Today I bothered to intall the Last.fm player just to give it a try. The installation (on my Kubuntu 5.10 Linux laptop) was very easy. I just downloaded a tarball with the Linux binary from the Last.fm player download page and extracted it to a local folder in my home directory. Next I had to tell my webbrowser (firefox) to use this player for links with the lastfm:// protocol (like explained here). That was all to make it work. Now I just have to click a radio icon on the last.fm pages and a few seconds later I can listen to personalised streaming radio. The player's configurations apparently are stored in ~/.config/last.fm/.