Download Winamp from the official site and install it.
After installing the player you need to find links to radio broadcasts. To do this, open Winamp, go to the Radio tab and select the genre that interests you, and then in the right window will open a list of radio stations. Hover the mouse arrow on the radio and in the pop-up window will appear on the website broadcasting it. Do you still go to this site, click on the Play button in Winamp and save the proposed file format pls.
Start Winamp and open the playlist by clicking PL. In the playlist, click Manage Playlist and select Open playlist. A dialog box appears to open a file, find your file with your saved radio station, select it and click "Open". Now in the playlist will appear the list of available radio stations and you can listen to it.
You can also add the radio station url. To do this, open the web page you are interested in the station. You need to copy the url, which will be located in the appropriate section. Open Winamp, in the Playlist section, click Add url and paste the copied address. After that, click "Open" and the radio will be in your playlist.