IDJC is probabally the best program for this. It can be used with Icecast, Shoutcast, or without either. It has dual mixing decks, as well as support for playlists, bumpers, Skype call in, etc.

well, you can easily create a music server with a shoutcase or icecast server. It is a type of broadcast program that binds to a port on the server program, and the client programs use mp3 software such as winamp and open that specific location:port and it creates a "live stream"

As for movies, not sure how you can live stream it but if you just throw a movie up on the net, you can make them go to the exacty URL and watch it over the intranet or internet.