What you're hearing is predominantly the effects of "audio processing" used by all radio stations (Traditional, Online, and Satellite) to boost the loudness and punch of their programming. I've been in the radio biz the better part of my life and am so used to the 'processed' sound that I have a software processor I use just to listen to my own music collection. Normal recordings have a larger dynamic range and therefore the softer parts are lower in volume.
Lots of software available to fix this issue, some for real-time playback (processes while you're listening) and some for file correction, but - as other posters said - if you start with MP3 files, you WILL hear additional artifacts that are unmasked by the processing. The more expensive software packages can smooth over some of this, but those also are more complex to use. A good starting place is the Breakaway Audio Enhancer; you can download and try a free demo, and the purchase price is only $29.95.
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www.claessonedwards.com/ ··· mid=1089The downside is it is a real-time processor, so to listen away from your PC you'll have to re-record the output and save the new files. This is the 'home version' of the processor I use, but I run CD audio files through it, and loop my audio card output back in digitally to record the processed sound to add to my phone or a flash-drive. Worth trying the free demo, and will give you some idea of how much you can improve those MP3's.
EDIT:
OOPS! Forgot to mention, it doesn't play well with Windows 8, but works great with 7 & earlier.