How to play mms audio streams that doesn’t work in Winamp

I found that my favorite radio station stream Tom Petty’s Buried Treasure Show (which I am subscribing to via Highway Companion Club) only plays in Windows Media Player and not in Winamp. This is not acceptable because I really dislike Windows Media Player. After a lot research, I found that it doesn’t work in Winamp even with different URL:s.
The solution is to use the excellent Screamer Radio instead. It not only plays the mms stream correctly but it’s small and has built in REC button, to record the stream. No plug-ins required like in Winamp.