It's *very* hard to do. There are plugins, filters, etc. for WinAMP, VST and DirectX that make an attempt to do this, but they end up stripping a lot of the real music out of it, too, and it doesn't work for all songs anyway. It depends on the vocals being mixed in a way that they're expected to be, and although a lot of modern recordings follow traditional mixing rules, some don't.

Do a google search for "vocal eliminator" to find some companies that will do it for you, or if you wanna "try it at home" check this guy out.

Edit: Damn the FAQbot got me again. I'm going to just stop posting here and move onto a BBS where the users are all humans.