This article explains how to find SHOUTcast Radio stations on Winamp by navigating through the menus of thousands of radio stations to find the ones you like.
Listen2MyRadio – Winamp + SHOUTcast DSP Streaming Tutorial
Winamp is not only a great software media player for audio and video files, but it also excels in accessing thousands of Internet radio stations. SHOUTcast Radio, built into Winamp, is a large directory of SHOUTcast servers that stream audio over the Internet (web radio).
Since SHOUTcast is built into Winamp, it's easy to get started:
Make sure the Media Library tab is selected to display Winamp's options. In the left pane, click the triangle next to Online Services to open this category. Click the SHOUTcast Radio option to switch Winamp to radio mode. You should now see the SHOUTcast Radio Directory on the main screen.