I add the SKY FM streams to my favorites. Go to the Sky FM site from your Nokia, click on the 96k Winamp link for the stream you want. Your audio player will start and you will see the tracks listed. The first one will be the song currently playing... the rest just say.. "02 SKY . FM .............etc

If you click and hold on one of the tracks that say "SKY . FM....." a menu will appear. You can then select "Add to favorite" and it will now be selectable from your Internet radio applet.