Permanently adding a radio station stream by URL

So, maybe I'm just stupid, but how do I permanently add a radio station by URL? In the web interface, I can add the URL under "Tune In URL" and it plays without any problems. But how can I save it under my presets or somewhere else? The URL is http://wfmu.org/wfmu_ubu.pls and it's not on TuneIn (well, the station WFMU is, but not this particular stream). When I add it manually to TuneIn and try to play it, all it does is downloading the pls file ...