your browser downloads the file because it doesnt know how to natively handle it. using a browser that does know how to handle the file (such as safari) will render an html5 audio player and begin playback (see attached file)
if you use a command line tool such as curl, the contents of the pls file is returned
code:
$ curl "http://yp.shoutcast.com/sbin/tunein-station.pls?id=1191311"
[playlist]
numberofentries=1
File1=http://stream.dubstep.fm:80/256mp3
Title1=(#1 - 129/500) Dubstep.fm
Length1=-1
Version=2
furthermore, just about any other method of getting the file (outside of the browser) will result in the above output, or the above output saved to a pls file.