Therefore, I'll want to listen to 5 Live tomorrow lunch time, when I'm in France, but United play Stoke.
This is more a little for me, but could be useful for other expats :)
1. Create a Socks5 proxy:
ssh -D 9999 your.remote.host
2. Build the tsocks library
3. Create a tsocks.conf file:
server = 127.0.0.1
server_port = 9999
server_type = 5
4. Launch a (simple) player with proxy support:
TSOCKS_CONF_FILE=`pwd`/tsocks.conf LD_PRELOAD=`pwd`/libtsocks.so.1.8 mplayer -playlist http://www.bbc.co.uk/fivelive/live/live.asx
Voila. See also Bug 505456.