You'll probably also need to create a static IP address for your PPC first. On your PPC, go to Settings> Connections > Network Adaptors and select the Network Adaptor you're using. Then select Use a Specific IP Address. Select any address you like in the range provided by your router.
The DMZ is a special setting on your router that allows direct access to a particular IP address without firewall screening. Poke around in your router settings until you find it, then set it to the static IP address you created above. You may need to reboot your router after you do this.
After you do that, you should be able to reach a limited number of Real Audio sites. You can only reach sites that your rtsp:// addresses not
http://. And not all of those, either. Best bet is just to experiment and see if the one you want will work.
As a test, here's one that works for me:
Virgin Radio