First you need the Shoutcast DSP Plugin for
WinAmp. Go to the Shoutcast Page (linked form www.winamp.com).
Then documentation and be a Shoutcast DJ. Then register a live365.com account. Login and go Other Tools and you get an ip and port number (I think they will always be the same).
Enter then in the fields of the DSP Plugin
connect and you can start.
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