If you are in windows then plugins are unnecessary.. the only exception is if you have willingly uninstalled or damaged your windows media and its associated plugins (which is unlikely but would cause worse problems).
The reason for using a different player such as winamp or iTunes.. etc. Is if you DON’T want to open a browser to tune in.. or want to use DSP’s or built in eq’s etc. to listen to the stream.
Getting an additional plugin to do what you can already do in dedicated media player is kinda silly. The radio page player is simply a matter of convenience. If its not convenient for some reason then use a media player.