I'm sure Slimserver (not tested the app) should support ASX, because ASX is NOT a stream file, but just a meta file or a redirector!
Maybe my own Arcade Music Box (if you mean fullscreen)?
It does have a limited net support. It only stream wma (because all Netradios in Denmark used that), but the new v2.0 (coming soon) would support other format (like ogg and mp3's).
ASX is just a metafiles type file, and point to a wma file. AMB have a support for these files, but I have not tested all English based netradios. It can also create a hidden webpage for the problem one.
If you mean a command line like interface? Do other have a suggest to the user, I have no plan to doing that!
But it is easy done in Blitz Basic (or such language) and Bass.dll interface (so maybe?).