You cannot install windows based programs on linux ...easily.
"Easily", bcoz first of all windows based prgs were obviously designed to run on windows and not on linux. But there is a software called WINE thats prepackaged in the knoppix cd, which lets one install windows prgs on linux. But i dont think its gonna work. It has never worked for me till date.
So, you need to find a LINUX VERSION of Real One Rhapsody player.