easier way to make Windows Media Player play shoutcast streams

In case you can host your own files and just need to point those with Windows Media players to a shoutcast stream, making an asx file works:

and the syntax of the asx file is simply

<asx version="3.0">
<entry>
<ref href="http://stream.radiosai.org:8000/">
</entry>
</asx>

Unfortunately I've lost the link which showed multiple files.
Now when I try these asx files with links to files
(Shoutcast streaming on demand)
it works with filenames with no spaces,
but not for filenames with spaces...