realplayer has its own compression format which (i think) can not be decoded. and it is poor quality compared to real music formats like OGG Vorbis and MP3.
you should download the file as one of the above mentioned file formats. You probalby got the file from an artist website right? they usually use real player and WM files for pre listening because the quality is not good enough that way people will have to buy the cd for a good sound.