Windows Media Player - Protocol problems

I am using Windows Media Player Ver. 11. When I want to listen to a particular radio station, a dialog pops up telling me that the WMA cannot play because the specified protocol is not supported. For a solution, the dialog box continues saying to use different transport protocols such as http or rtsp. In my Options of WMA the protocols are all enabled.

I am at a loss.
David CamilleriAsked:
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better offer you a choice as you may prefer WMP
Error message when you try to use Windows Media Player to stream audio or video from Windows Media Services: "The specified protocol is not supported"
Dushan De SilvaTechnology ArchitectCommented:
Try to use VLC player

BR Dushan
naw VLC is great for video dvd playback but use winamp the best to stream radio. use the free version.
Make it your default any URL you open shoud lplay in wianmp instead, disable some of the media in WMP so it doesnt oopen the radio stations.

for any URL of radio stations copy the url to a txt first then add to winamp.
It has shoucast radio and TV use the media library free too.
 Skins to make it look like WMP 11.
It is the best.
 If you want any assisatnce on how to  ask me
I would like to point out for anyone who comes across this to try streaming the media from Internet Explorer (if you aren't already).  I had a user trying to stream a wmv file by https protocol from Firefox and it wouldn't fulled transition the stream to WMP 9 or 11.  
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