Does the on-line Computer that U can play against HERE offer the option to play the Chess960 format?

If not is this in the "works"?

If not - is there an internet site that offers this option?

Yes, this is possible.
 
Login with the Java interface, go to the Live Games drop down menu, then choose Challenge.
 
Choose the game type as Chess960. At the bottom left of the screen you can choose from a list of "Computer Opponents". Check the box next to "Caissa". At this point you can choose other game options like Time Controls etc., or just go ahead and click the "Send Challenge" button. The Chess960 game against the computer opponent will start immediately.