If it's a Shoutcast station then enable the 'Station Info' window and play the station from the Media Library. Click on the link to the station's webpage and contact through there.
If it's not in the Media Library listing(contains only the top 1000 streams) then go to the main Shoutcast site http://www.shoutcast.com/directory/index.phtml
and find a link to the sites webpage from there.
If they don't have an e-mail address on the page then try 'webmaster@whatever the site name is'.
If it's not Shoutcast or doesn't show a website then see if you can find any references on Google.