The show will broadcast live from St. Paul, MN on February 9 from 6:00-8:00 p.m. (EST) over a great many stations in the US, and on XM Satellite Radio track 133. Broadcast times vary from one affiliate to another, with many carrying the live feed on Saturday afternoons, and others running it instead early on Sunday afternoon. Check local listings for air times in your area.
You can also listen live online, accessed using Windows Media Player from the Prairie Home Companion web site. Past shows are archived on the PHC site, with audio files usually available by the Monday morning following a weekend broadcast.