For Nokia phones not supported by this app, there is the S60 Internet Radio.
The user instructions say that you need to copy the pls files of the stations of your choice. For SGH, the pls files are linked from the listen now links:For Windows mobile, there is GSPlayer. For phones with Java, Glassplayer - not free, costs $5. Will add more players here as I find them.
Please note that if your internet connection is slow, you will hear choppy audio with breaks.