Ah okay. You're trying to implement Jim's suggestion for a adding a Radio Stream to a Car Radio button.
The bad news is, I tried to do what you want to do, and
couldn't get it working for 89.7 FM WTMD radio.
Actually, I did get it working, once I found the correct URL.
First the simple bit. The "name it by holding down a radio button" refers to naming the
Car Radio button, and not the "Connected Media" item that you have already set up. Those are two different things.
Naming the Car Radio button is done in the Playing Now view, and allows you to attach what is in Playing Now to the button. However, doing what you are doing, there is nothing in Playing Now, because the "Connected Media" item you have set up opens a web page based player that does not send the audio through MC. You can see that while it is playing because the
MC Audio Path is empty. Your Connected Media item just plays directly to your default Windows Playback Device. In my case, that was my PC speakers. If you have set up the WDM Driver as your default Playback Device in Windows the discussion gets a little bit more complex. I'm not going to address that.
The URL you have used for your Connected Item,
http://www.wtmd.org/player/index.html, opens a WTMD Media Player, designed by Joe Glorioso.
What you actually need is the URL of the stream that is being played, not the WTMD Media Player.
You seem to have deleted the default Connected Media items, but there was one there called "PublicRadioFan" which allowed you to select various streams from radio stations. If MC detects you have opened a stream, it asks what you want to do with it. See the first image.
If you want you can just play the stream, or you can also "Add stream to web media", in which case it saves a reference to the stream in "Audio>Connected Media>My Connected Media". See the second image. Note in particular the URL of the audio being streamed to you. If you play one of those streams, it is played through MC, as shown by the Audio Path.
I think the site "
http://tunein.com/radio/WTMD-897-s23199/#" is supposed to provide a stream for WTMD, but it wasn't working for me. There may have been some geographic blocking or something going on.
This post might be more helpful:
https://streamwriter.org/en/forum/faden/821/ and this site:
http://wtmd-ice.streamguys1.com/I just clicked on and opened the link
http://wtmd-ice.streamguys1.com/wtmd.m3u from the site above, and with MC open in the background it started to play. In Playing Now the actual URL of the stream for radio station WTMD is shown as
http://wtmd-ice.streamguys1.com:8000/wtmd. Once that was playing I clicked and held a Radio Button, it popped up the dialogue for me to name the button, and save it as a Playlist. After that, the button works, and audio is played through MC.
Easy, wasn't it?
More:
http://radio-locator.com/info/WTMD-FMhttps://en.wikipedia.org/wiki/WTMD