Linux liveCD, containing a lot of music apps, video apps and web streaming apps. Free!
To quote directly from their documentation:
Dyne:bolic GNU/Linux is a live bootable cd, containing a whole operating system that works straight from boot, without the need to install or change anything on the hard disk. If you like and want to have it on harddisk you can simply copy the /dyne directory on your computer: the simpliest installation ever!
I've used it, and I'm not dead yet!
Note: There is one bug I encountered in version 1.4, in which the mouse acts weird in an unfunny way that makes stuff very difficult. Here's how to cure it: http://lab.dyne.org/Ps2Mouse1 .