Consider the following URLs
http://m3u.com/tunein.m3u http://asxsomeurl.com/listen.asx:8024 http://www.plssomeotherurl.com/station.pls?id=111 http://22.198.133.16:802
File extensions are basically meaningless in URLs. For example, if you go to http://code.google.com/p/unladen-swallow/source/browse/branches/release-2009Q1-maint/Lib/psyco/support.py?r=292 do you want the extension to be ".py" despite the fact that the page is HTML, not Python?
Use the Content-Type header to determine the "type" of a URL.