If your browser does not recognize the playlist, click over to Shoutcast and see what they might recommend.
For music players, I prefer and highly recommend Winamp, but
Windows Media Player (Microsoft...boo-hiss),
iTunes, and
Real One Player should all allow you to listen.
What exactly is this all about, you ask? Check out Shoutcast. Chances are, that no matter what you want to listen to, someone in the world is broadcasting it right now.
Click here to see my server stats, if you're interested.
It will give you song history, # of listeners, etc.
enjoy!