Please can someone advise me on this?

I have looked in iTunes help and it is not really that helpful.  I understand that I select 'advanced: stream' and then type in the correct URL for the station that I wish to listen too.  I have tried the following method but it does not work.  In Safari find the web site for the radio station I want to listen too and then select 'listen' and I can then listen live to the broadcast.  I then copy the URL into iTunes but it does not work.  How do I find the correct URL for say Radio 4 and how do I then store this in iTunes for future listening?

Any help would be greatly appreciated

Many thanks AGAIN.

Peter G