ICEcast directory link is added under "Getting Started". This will let you browse ICEcast directory @ dir.xiph.org and play links marked [PLAY]. However...
ICEcast provides many different streaming formats and some of them PSP just will not play, means not all the links marked [PLAY] will play.
If you have PSP 100x , it will only play streams marked MP3. If you have 200x or 300x model it will also play streams marked AAC+. All other streams are unplayable.
Also the search button is not working, so you will just have to do with browsing by links
This is kinda limited support for ICEcast, but until they release API similar to SHOUTcast API, I will not bother
Anyway, don't forget that you can save the streams you find on ICEcast to your favourites by clicking EXT button at any time and saving from there.