Try the following link :-
G0XBU web sdr
It should pop up looking like a radio at the moment, controls and frequency at the top with a waterfall display underneath.
I know it works well with Firefox, Safari and Chrome Web browsers but I don't use Windows so can't vouch for Explorer.
If it ever 'freezes' you should be able to hit the refresh button on the browser to get it started again.
It's the one I use most of the time to monitor freeband activity in the UK to check propogation.
It's "oop north like" so you can drop in and listen to local breakers up there, (be prepared for the UK 19 DJ's and the effing/effing/effing/told you so kind of chat
It even has a stripped down 'mobile' version that will run on tablets and smart mobile phones!
That's how I tend to use it so I can take a quick look and see if any foreign stations are coming over when I'm away from the radio.
There's other bands available too if you fancy listening to the 'dark side', ahem, Ham bands
Know what you mean though mate, all a little confusing if you've not used it.
You're right in that you can get USB dongles and boxes that plug into your computer and run software to listen. It's like having a communication receiver hooked up to the PC, but you'll still need antennas and other such to get it to work properly. Even then the cheaper/smaller units don't work as well as a 'proper' radio.
The 'web sdr' versions are a little better especially the kind I've linked to. Someone else has the USB box, usually a better/expensive version and often know what they're doing with decent antenna setups etc. You just pop on the web address and listen to your heart's content.
Unfortunately not all are set up as well, (like the Kiwi SDR versions mentioned above), poor antennas, poor reception, heck you could stick out a wet finger from your window and get better reception
When you suss that one it shouldn't take you long to suss out the others too.
Then you can click around the map on the webSDR site and listen to breakers around the world. I often log into the USA sites and listen to the breakers over there knowing the solar skip is heading towards us and I'll be able to talk to them directly once again!
If you get stuck Martin, feel free to give me a shout. I'm damned sure if this old fart can suss it then anyone can
All the best.