I used to listen to this programme (when I remembered!) but got fed up of the last piece being cut short, or the whole thing being re-scheduled because of an insignificant thing like a Rugby match.
Hope that the internet version doesn't encounter the same annoying traits!
If the Internet broadcast of "Listen to the Band" is anything to go by, you can expect to hear the tail end of the previous program and the final band piece chopped some way through. I've also noticed some inconsistency in sound quality (not always in stereo), while Radio 3 broadcasts seem generally to be better.