check out this site for example: http://beelinetv.com/
You have little 'Media' links next to each station, you can see if
they run
in WMP when you click on them. If they do, a WMP windows should open.
If
that's the case (for URLs ending in .asx for example) you can just
take that
url and put it in the TV Set gadget.
One cool URL i could find on that page is this one (CNN
International):
http://dynamic.cnn.com/video/meta/live/stream.1.large.asx
There are a lot of (compatible) URLs on that page and even more pages
like
that. For a relevant Google search for such pages you can go here:
http://www.teodorfilimon.com/index_files/TV_Set_google_gadget.htm
and click on the 'get more stations' link on the bottom.
Hope this helped :)
Thanks,
Teo.