wtf2osc converts several protocols to OSC (Open Sound Control) and back again and though makes it possible to use them in software like pd, Max or SuperCollider. Currently it supports only DMX and HTTP, expect more to come.
This is a simple Python script to save streaming mp3 data.
I've tested this script with my.mp3.com and www.shoutcast.com.
See homepage for setup instructions under GNU/Linux and Windows.