Right, create a .asx file on your website...
Copy and paste this in and put the appropriate details
<ASX version = "3.0">
<Entry>
<title>Tuned into YOUR RADIO NAME</title>
<AUTHOR>YOUR RADIO NAME</AUTHOR>
<COPYRIGHT>Copyright © 2007 YOUR RADIO NAME</COPYRIGHT>
<!--
<Logo href = "" Style = "MARK" />
-->
<Ref href = "URL TO YOUR SHOUTCAST SERVER HERE" />
<BANNER HREF="">
<ABSTRACT>Click here to visit YOUR WEBSITE NAME!</ABSTRACT>
<MOREINFO HREF="YOUR WEBSITE URL" />
</BANNER>
</Entry>
</ASX>
Once you've replaced all the YOUR RADIOS etc, you then need to make the player for your website... Remember to put this on the web page and not the asx file.
Use this code and feel free to edit it, 0 is off and 1 is on, it's something like that and remember to replace the 'URL TO THE ASX FILE' bit.
<OBJECT id=MediaPlayer type=application/x-oleobject height=60
standby="Please wait while we start the radio!" width=160 classid=CLSID:6BF52A52-394A-11D3-B153-00C04F79FAA6>
<PARAM NAME="URL" VALUE="URL TO THE ASX FILE">
<PARAM NAME="rate" VALUE="1">
<PARAM NAME="balance" VALUE="0">
<PARAM NAME="currentPosition" VALUE="0">
<PARAM NAME="defaultFrame" VALUE="">
<PARAM NAME="playCount" VALUE="1">
<PARAM NAME="autoStart" VALUE="-1">
<PARAM NAME="currentMarker" VALUE="0">
<PARAM NAME="invokeURLs" VALUE="-1">
<PARAM NAME="baseURL" VALUE="">
<PARAM NAME="volume" VALUE="68">
<PARAM NAME="mute" VALUE="0">
<PARAM NAME="uiMode" VALUE="mini">
<PARAM NAME="stretchToFit" VALUE="0">
<PARAM NAME="windowlessVideo" VALUE="0">
<PARAM NAME="enabled" VALUE="-1">
<PARAM NAME="enableContextMenu" VALUE="-1">
<PARAM NAME="fullScreen" VALUE="0">
<PARAM NAME="SAMIStyle" VALUE="">
<PARAM NAME="SAMILang" VALUE="">
<PARAM NAME="SAMIFilename" VALUE="">
<PARAM NAME="captioningID" VALUE="">
<PARAM NAME="enableErrorDialogs" VALUE="0">
<PARAM NAME="_cx" VALUE="5398">
<PARAM NAME="_cy" VALUE="1032">
</OBJECT>