I just found this freeware Internet Radio player for Microsoft Windows

www.screamer-radio.com

It's free, little, consumes no resources, no banners, works fine  

.. And you can even record what you are listening      

Thanks , just got it. I'll test later.
I am used to winamp for radio

I've it too, but this one is very little and it can work entirely from the tray bar ... It also pops up the title of what's on air when it's available  

...Wow ! When you record, it separate the songs in different mp3 files and titles them        

Really good thing is, it works from USB stick