The various types of links and how to approach them

There are in general three ways of linking to a wireless broadcast.

First way: a straightforward web link to a "player" (without a dotted extension at the end). Examples:

www.bbc.co.uk/radio/player/bbc_radio_three
and
www.francemusique.fr/player

When you click on one of these, a "player" (actually a kind of web page) will open in your browser.

Second way: a link to a "play-list". Such a link will have an indicative extension - most commonly .pls or .m3u.

When you click on one of these, you will probably be asked to confirm a default course of action that you have set in advance; e.g. "What should Firefox do with this file?" with a recommended response "Open with VLC media player". After clicking, then, you will (usually) be taken directly to the VLC media player and the music indicated will begin without further ado. Examples:

metafiles.gl-systemhaus.de/hr/hr2_2.m3u
or
www.abc.net.au/res/streaming/audio/mp3/classic_fm.pls

If you want to record the music, first make sure that you have set the location where such recordings are to be saved: change the menu item
"Tools / Preferences / Input/Codecs / Record Directory or Filename" Then you can simply press the red VLC "record" button, and then press the rectangular button when you want to stop the recording.

Third way: a link with an extension, but not a play-list extension. By default, if you left click on such a link, it will take you to what I call a "Firefox player": just a horizontal line with a volume control. That is all you need if all you want to do is listen to the music,

But if you want to find the sound quality, or record the music, you can transfer the stream to VLC. To do that, right click anywhere in the horizontal bar, and click on "Copy Audio Location". Then close the window containing the horizontal bar, and start the VLC media player instead.

Click "Media - Open network stream" paste the audio location, and if you just want to listen, hit "Play" in the bottom right-hand corner. Examples:

stream2.srr.ro:8022/;
or
radio-dzair.net:8000/stream/1/
or
direct.francemusique.fr/live/francemusique-midfi.mp3

If, when you are using VLC, you want to find the sound quality, just click on the menu "Tools / Codec information". The sample rate and the bit rate of the stream will be displayed there.

If you want to record the music rather than just listen to it, don't hit "Play", but hit instead "Stream" in the bottom right-hand corner. Then continue as explained here:
thethird.freeforums.net/thread/900/record-online-radio-streams-player

That way you can choose to save your recordings anywhere, and you can also do conversions.

I should write a bit more later about conversions (in the case of .ogg links, .stream links, and a variety of other links).