Hi Doug, the best way to find out is to go to the radio stations web site, they will usually say which player you need to hear their music. If they say you need winamp, or they say they stream in mp3 format you should be able to play it in winamp.
Go to File/Play URL and a popup will appear with a box to paste the URL into. If the radio station can be played with winamp you can add it to your winamp bookmarks. Like lost said, a lot of radio stations have their own applications that you have to download to be able to listen to them.
Market Data 
Markets 
AI
