On the latest FB2k, v0.9.5 is able to stream Shoutcast streams, but will not play mms://.asx files. The only component which I can find which can stream mms is foo_input_mslive by acropolis. However it doesn't work at the moment (I am guessing from the update date that it is currently not up to date for the current version - but I'm not sure); all it gives is an error which says it cannot read the list. Is there a way to solve this besides waiting for an update, or is there another workaround to listen to mms streams?

I've currently switched from Winamp to FB2k in a bid to roll my own player. My requirement for the application must be portable as I use my music player on my office computer which restricts access to installs. (So yep, Icecast/Oddcast(?) is out)

Does anyone have any suggestions?

No alternatives. It works. Tell a bit more about your problem.
You have direct internet access at work? This is strange.

As for installing vc runtimes, ask your admin. He'll possibly be glad to know about your streaming efforts.