Windows Media 9 (?) for Web Radio

Hi,
I have been used to using an old Acer N35 for Internet radio, with a WLAN card - it was great, just go to Windows Media, select the Station from the stored list and touch 'play'.
I have recently bought an Axim X50, which has a later version of Windows media (9? - the screen is blue, on the old Acer it was black). I have tried all methods of storing a list of Radio web addresses on the Media library section but nothing will copy - I have to go through the proceedure of touching the Web icon, then copying the web address from my web address folder which I have on the CF card - very long winded! Storing the address as an Internet Fav is just as bad, as I have to go to Internet, Favs, go down the list of everything, select the station, which then goes back to media - surely a long way round!
Any ideas please?