I knew the IP address for the stream because when I went to the radio station's website and played it on Firefox, I kept seeing that IP being refreshed and then when I unearthed the URL address it worked better for Quicktime on my Mac.
For Windows, it seemed to work better using the URL:
http://provisioning.streamtheworld.com/asx/KROQFM.asx
Perhaps this URL will fix the issue for use with other radio stations.