There are no programs which will remove the vocals automatically while playing.
The song/s need to be processed one by one first.
Vocal removers work by removing content which is common to both the left and right tracks. As the vocals are usually panned to the center they are removed, with varying degrees of success, depending on how the song was originally mixed.
Be aware that the drums and bass are also usually panned to the center.
These could be removed also and you can finish up with a very thin and tinny result.
Probably not the answer you want to hear but the only way to completely remove the vocals is with the original multi-track studio recording.
Here’s some programs you could try though.
Audacity. The 1.3.6 beta version.
http://audacity.sourceforge.net/
Hitsquad – under vocal removers.
http://www.hitsquad.com/smm/