Which app is that? I have three on my iPhones and iTouch but none of them ask for the URL. With these you simply search for whatever you want to monitor and if there is a feed available you'll be immediatly connected.
I can recommend any of the three.
Emergency Radio is OK for scanner stuff
Pocket Tunes adds regular radio stations from around the world
Tunein Radio offers all that and more, including operating like a DVR, on off timers for listening and recording.
This is by far, in my opinion, the best of the three.