To Listen independently from web page, You can use for example VLC get here . 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 

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

Direct link for other Players get here