Didn't always last season But there is always somewhere to get the action, try this if it aint working http://www.penguinradio.com/sports/soccer/england/index.php Scroll down a bit and ya got a link to all the official radio sites, so if it comes to it ya can listen in on the Southampton audio.
There are certain grounds that Big Blue, for that matter any inter-net radio station, can't broadcast out of. These clubs are charging for the use of over the inter-net broadcast. Chelsea are NOT one of them. There was a list on the premiership forum not to long ago. Can't remember if the saints were one or not.
Wadio Now Wadio now is a good link. It lists of all the home links for every club. IF all else fails you can listen to the home teams wadio covewage. http://www.radio-now.co.uk/listen_football.htm I fink BiGgy Blue is covewing all the games on the wadio.
Big Blue "Big Blue offers Chelsea fans guaranteed live commentary of every game. Whether it's home or away, Premiership The Uefa Cup, The FA Cup or The Worthington Cup, the Big Blue team will be there bringing you all the action." Shall we say "end of discussion?"