you need to download shoutcast dnas.
Get that here: http://www.shoutcast.com/downloads/s...-7-windows.exe
That will solve your broadcast to the internet problem.
As for Station name, there is a tab for that in the winamp dsp. click the tbas and boxes and you will find it.
I am also going to guess that once you get this setup you are going to have issues with reaching the internet. Learn about port forwarding here: www.portforward.com
and make sure you have it setup before you try to broadcast to people or it is not going to work...