Thanks for your reply. I still can't quite figure it out. Here's what I've done (it's in French over here, I'll try to translate, but the translation might not reflect what's in the English version):
View -> Playlist -> Manage ...
"Ajount d'une MRL (Add an MRL) -> Network Tab -> HTTP/HTTPS/FTP/... -> ... "http://www.sorrentoradio.com/prova/Sorrentoradio.asx" ...
... (it then appears on the list)...
... -> Manage -> Save Playlist ... (I've saved it in my homefolder and named it "RadioStations")
I then quit VLC.
I relaunched VLC...
View -> Playlist -> (Nothing!)
... Manage -> Open Playlist ("RadioStations" doesn't appear in my home folder... It's there because if I try to save it, it asks me if I want to overwrite...)
Here's what's in one of the files (opened directly from my home directory without using VLC, (text file, (XSPF)):
<?xml version="1.0" encoding="UTF-8"?>
<playlist version="0" xmlns="http://xspf.org/ns/0/">
Here's what's in the other (I saved using the two different choices offered when saving, this time round, M3U):
Urghhhh!!!! What does all of this googly-gob mean?
What I want is a really easy and convenient way, with as few clicks as possible, to access a list of possibilities and then to choose what I'd like to listen to (radio stations, mp3s, videos, etc.)... I still can't quite figure it out...
Do you know where I might go from here?