You need a web host and a stream host,
These are 2 entirely different areas.
you can use shoutcast for audio streams and video streams or you can look at other types of player.
To be honest i would say for ease of use that windows media would be better for you to cover all angles.
you may want an auto dj / content delivery server to play music / videos when you are not online,
if you need to look into stream hosting you can find a list of hosts here
any web design would be down to you and support for that side is not really given here,
for radio stations and design ideas and you then know what you are looking for.