PLS files such as from SHOUTcast need to be converted for the Windows Media Player to understand them, even though it can play http fed mp3 streams and provide URLs for ripping. GNU/Linux users can use a convenience script
I first wrote pls2wpl which can be used by command.com to convert .PLS files for the Windows Media Player. It can also be associated with the .pls filetype to commence the playing of mp3 streams in windows media player from stream directories in the web browser.
On older systems, the batch system is very limited, but I eventually managed to code pls2m3u which will convert small .PLS files for playback on Windows 98SE. It may work on other editions of Windows, but it does use several dos commands in a very unconventional way.
ICEcast streams are already provided in .m3u format, but need a plugin such as the newest version from vorbis. If needing a .msi version, the old mediaxw is still available