IE 7 and later do not allow plaintext password authentication in URLs by default, so that would explain part of your problems *but* they're streaming radio URLs. They're not intended for use outside of a media player [I'm using Winamp 5.5x, which allows proxy specification] Firefox is warning you, because the site does not require authentication. It in fact does, as I have a premium radio subscription and multiple streams are run from the same server, but on different ports.
A pls file can be found here:
www.di.fm/listen/trance/128k.pls?ff230a9c723a584The playlist has both a non port 80 stream [the first] and an alternate port 80 stream [the 2nd]. As you will see, the links I posted in my earlier post are just ripped from the playlist.
Cheers.
EDIT: The format you mentioned infact is quite common, and can be used in browsers such as firefox/opera/ie6 to automatically login to sites that require authentication, without having to manually enter the login details.