Any WM software to stream this particular radio station?

[MrGoodtunes]

Have you tried a media player like TCPMP or Pocket Player? Here's what PP says:

>>>>>
Pocket Player can stream Internet radio from any MP3 (Shoutcast), Ogg (Icecast), or ASX (Windows Media) source. Use the Menu > Open > URL from the main screen to directly enter a URL for streaming. Alternatively, the media browser features a Web Guide command that links to several Internet radio directories as well as a searchable list o Shoutcast stations and genres.
Note that desktop Internet radio station websites that use a Flash‐based player will not work when entered into Pocket Player. The Open URL screen expects to receive the direct URL to the radio stream, which is usually hidden from such sites.
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Since you had success with TP, the Flash warning seems to not apply, unless the ROM you had happens to somehow provide Flash support. Anway, PP has a 30 day free trial version ($20 to purchase) here:

http://www.conduits.com/products/player/download.asp