This tutorial will show you how to set up Shoutcast to stream Internet radio stations to your Pocket PC through a wireless network. All you need beside the wireless network and your PDA is Gsplayer, a freeware music player that plays most music types including Ogg Vorbis and Shoutcast playlists.
The tutorial is easy to follow but if you have other music software on your PDA, be careful at the file association step. You may not want to disassociate some file formats from other players.