Clicked on "Click to listen" saves a station that Media Monkey opens up. MM is now playing a Kesha song through the eGO Beta Stream? XD It's playing at 128 kbps so not bad.
Winamp and ITunes are two programs that I know of that gives you the ability to listen to the radio. I'm not sure of any other, so feel free to respond on what you're using to tune in.
I've edited my post above. I realized that Windows Media Player wouldn't work. I'm not sure but I heard about an updated version that would support this but I'm not entirely sure.