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I have posted three topics in store discussion forum, for the streaming music player application, that addresses these issues that I had, and found answers to.
1. How to change the music player to have volume control.
2. How to find a stream url that will work in the player.
3. How to have multiple streams by creating new instances of the application.
I currently have three instances on my site allowing three different streams, and all with volume control.
The developer is welcome to use this information to release an updated version, if they choose, but the fix is very simple.
I hope this helps everyone. I'm not a programer, but have seen others post about these capabilities.

If you have the streaming music player, or download it, and want to try these, go to the store, find the streaming music player, click on it to visit the applications page, go to the discussion forum on the left of the page. The topics on how to do these are listed there.