This is how I do it...
* Using Firefox, download and install FlashGot and Embedded Objects (You'll need both as neither seem to work all the time)
* Click on the 'Listen Now' link on 96Rock.com. It will open a new window.
* On the bottom bar of that window, you should see a little disk icon (You may need to wait for any ads to finish running) and a little green arrow. If you click on them, one should show you a .asx file.
* Right click on the correct icon and select the .asx file - it will download it to your default download location for that addon.
* Double click on the file from your Downloads window and MC will open it and start streaming.
* Create a new Playlist (call it Project 9-6-1 for argument's sake).
* Go to your Playing Now view - you should see at least one file in the list.
* Drag that file to your new Project 9-6-1 Playlist.
And your done. You can now access that station in via the Playlists menu in Standard View and Theater View. You should be able to delete the .asx file - your new playlist is pretty much the same thing.
It sounds complicated but you're right - once you've done once it's quick and easy.
Hope this helps