Receiving audio over IP

I am using a server based application (sun secure global desktop), and the application generates audio alerts from a specific IP. I need to import that audio to my workstation. How can i go about doing that? I can see the application running on the server through the secure global desktop vpn, but obviously cant hear the audio it generates. I know the IP from which the audio is generated, and the port as well...but how can i import it to my workstation, so that i can hear it locally?