To Listen independently from web page, You can use for example VLC.
 Open Vlc in playlist mode, navigate to Internet (at the bottom) , Icecast.

 Then in search box type: free fm uk. Just click on link. Thats it.

Listen in Linux Terminal: mpg123 http://radio.freefm.uk:8020/radio.ogg

 http://radio.freefm.uk:8020/radio1.mp3

Direct link for other Players get here