You can use the media player of your choice to listen to the stream. Here are specific instructions for the three major ones, in order by ease of use. The URL you use for it is:
http://radioktdn.zapto.org:8025Itunes 7: Pull down the "Advanced" menu. Select "Open Stream" and enter the URL above in the window that opens. Once the stream starts, you can add it to your playlists. Itunes will display song information as it come through the stream.
Winamp: Pull down the "File" menu. If you don't see a "File" menu, choose a different skin because not all skins have the full menus. Select "Open URL" and type the URL above. It should be added automatically to your list of streams. Song information will be displayed.
Windows Media Player: Pull down the "File" menu, and select "Open URL." Type the URL above in the little window and hit Enter. You won't see song information, and I don't know if you can have WMP remember the location.
A Note on the URL: If you enter the URL into your Web browser you will see a page that shows the status of the Shoutcast server. Along the top of that page are buttons for various purposes. One of them is "Listen." Click on that to run your default media player. You can also see a list of songs that have been played, along with the current song.