Tunneled through the firewall over SSH. :o)
assuming that you can SSH through the firewall, and assuming that you have a shell account somewhere, you can use a good ssh program (teraterm has an addon called ttssh that works well) to do SSH Port Forwarding.
Basically I set up port 1010 on my machine (localhost:1010) to forward through a connected SSH session to the MP3 stream in question.
Then just point winamp at localhost:1010 and volia! noise!
pretty rockin. today I added a new trick to my bag.
that was supposed to go in the geeks journal. oh well, I'll leave it.