This a long time issue.
We've been campaigning for native ASX Playlist support for quite some time.
ASX is a proprietry Microsoft format, and I don't know of any other players except for WMP which support it.
There was a fairly simple workaround for Winamp, in v2.81 and earlier:
From: TSGH -> Useful Links
Re: How to play Windows Media streams (ASF/ASX) with Winamp
All this involved was to right-click the asx stream url,
select "save target as",
save the asx file to the hard drive then open it in Notepad.
You then see that the ASX is just a small text-equivalent playlist file, and the actual url is listed as eg.
To get Winamp to play this, all you needed to do was copy this url,
and paste it into Winamp's Open Location box (Playlist -> Add -> url).
You then needed to add "/.wma" to the end of the url, so Winamp knew to use the WMA Input plugin to decode the stream (otherwise, streams which don't specify a filename/extension in the url are handled by in_mp3.dll, thus resulting in the infamous "error syncing to mpeg" error).
Naturally, the Full version of Winamp needs to be installed, with WMA support.
The issue outlined below no longer applies as from Winamp 5.04+
Now, here's where it gets a bit tricky...
Ever since v2.90, with the introduction of video support,
Winamp is now hard-coded so that the video plugin (in_dshow.dll) handles all mms:// streams. Now, this would be ok, if only there wasn't a currently known bug where in_dshow.dll cannot interpret extensionless streams (ie. "mms://site.com/stream" doesn't specify a file name and extension).
The workaround now is to see if the stream supports standard http://
(as opposed to mms:// tcp protocol)
You'll be glad to know that your particular stream is supported.
The hi-fi streaming playlist url:
http://www.mixmeister.com/mmradiohifi.asx (rt click -> save target as)
This reveals the actual stream url to be:
Therefore, paste the following into Winamp
The lo-fi stream equivalents are:
http://www.mixmeister.com/mmradiolofi.asx (rt click -> save target as)
Those two (bolded) url's work perfectly ok in Winamp 2.91
Note: We also recommend that you replace the current WMA input plugin (in_wm.dll) with this
older "undoctored by Microsoft" version from Winamp 2.5.
The older version supports alternative Output Plugins (eg. DirectSound Output), dsp plugins, and the EQ . . . whereas the newer version is hard-coded to use an internal WaveOut, and by-passes Winamp's Output System.
(Unzip to the Winamp\Plugins folder, thus overwriting the current file).
[Edit --> Update Sep 2004]
This is no longer an issue as from Winamp 5.04
in_wm.dll now properly handles mms:// streams again by adding /.wma to the end of the url, ie. the same as it was in 2.x