Firstly, let's be clear that Windows Media Player will not work. It won't even play the audio.
This should just work. You need to tell Windows to open "internet playlist" (.pls) files with iTunes and then I think you'll be rocking.
No problems reported for WinAmp so far.
Will probably work: RealPlayer
Some older versions have been reported to have problems, but the latest version should play the stream and show the track names correctly.