Quick Q

I want to use my Windows Media Player for live stream radio.
I am super confused with the process. I tried opening and surfing the net the only website I found useful was Streaming internet Radio with Windows Media Player - Windows Live Community
still a bit confusing does anyone HAVE ANY other suggestions.
I want to be able to listen to my hometown radio station even though I am like miles away.
I only use iTunes and Windows Media Player 11, I prefer to just use either of those two. Providing me with steps or a website that is very useful is greatly appreciated!!?!

Thanks!