Downloaded songs can be delivered in the final format (such as mp3) or an archive format (such as zip); if they are delivered in a playable format, they are sometimes able to facilitate progressive download.
Progressive downloads are downloads that are capable of play during the download process; after enough data is received by the player, the music or other content can be consumed right away.
Streamed audio begins play immediately, often within a few seconds of the request. First generation streaming technology employed the use of rtmp and rtmpe. But increasingly, as streaming publishers adapt to the Apple HLS standard, which is an http protocol.
As HLS streaming replaces rtmp and Flash, there are more security options for HLS live and on-demand. MediaGration, the sponsor of this site, offers software products that are HLS compatible.