It all starts with reading the tutorials . What your asking is sorta like if you went and bought a cabinet at IKEA and you have to put it together yourself. And you have the instructions right in front of you but instead of reading the instructions you are asking us how to build the cabinet.
Start with Winamp then get the DSP to be a DJ for winamp. That will allow you to DJ to a shoutcast server.
Where you find or obtain the shoutcast server is a matter of two choices.
1. you either install a shoutcast server on your own home computer which with a typical DSL or Cable modem give you the ability to have a handful of listners at very low bitrates and poor sound quality
2. Lease a Server from one of the many established stream hosting companies out there.
Ps. If you choose option 2 they will guide you in all need to know
you can find many shoutcast stream host to choose from with varying plans and price ranges at: http://radiotoolbox.com