How do you get a website that has a live stream to play on Pocket Tunes.

Example I want to be able to listen to WFAN sports talk radio NY on my Treo.
I use blazer to go to and click on listen now. I was expecting to have Pocket Tunes open and lsten to Mike and the Mad Dog or J Bedingo. Instead it told me I need to have a player installed.

Is there something special I have to do to get web stream to play in PT.

Thanks .