Try Amarok.

http://amarok.kde.org/blog/archives/374-Amarok2-builds-on-Windows.html

Nathan Aubrey wrote:
> I have hundreds of ogg vorbis files from church services. I have them online 
> via ftp to download or stream via icecast.
> 
> If I download the ogg file, I can play it in windows media player, but I 
> cannot access the audio stream from the website, or listen to embedded 
> streams on our bible site.
> 
> I have installed the xiph codec and obviously it works because I can listen to 
> the files locally on my desktop...
> 
> Windows media won't even list them in the library...
> 
> What gives?
> 
> nathan