Yeah, I think the radio will only work through Winamp AFAIK.

The stream should work with all MP3 streaming capable players. Ive tested it on ITunes, WMP, VLC, QuickTime and obviously Winamp. I think some players perform better than others… winamp and itunes seem best.

Try an alternative player if your experiencing problems, heres some links :

http://www.winamp.com
http://www.apple.com/itunes/download/