BBC Radio are currently doing a short series of radio versions of Shakespeare plays. I'm afraid the first one (Twelfth Night)'s gone, but the second, "Romeo and Juliet" is available to download as an MP3 file from:
http://www.bbc.co.uk/podcasts/series/so3
until next Sunday. I believe it should be available world-wide; radio programmes generally are.
The final one in the series, "The Tempest", will be available from Sunday.