You can't use PLS files "as is".
What you need to do is
open the PLS file in a text editor, and it will look like this:
[playlist]
NumberOfEntries=1
File1=http://voxsc1.somafm.com:8066/
From there, use just the "http" part, i.e. copy and paste the following:
http://voxsc1.somafm.com:8066/
And then use THAT as the address of the radio station.
(The above example is for Groove Salad - Soma FM)...