Not sure where you read that, but I don't think it was here.
That is, there are no plugins for those websites.
Pandora can be controlled quite well using existing tools. James posted his RoboBrowser commands for Pandora not too long ago in an ongoing thread. Maybe that is what you read? I'm sure if you search the forum you should be able to find it.
Grooveshark works similarly, I believe, so it's probably possible to use RoboBrowser for that as well.
Other users are probably just using XBMC addons.
If someone out there wanted to develop a Grooveshark plugin for VoxCommando taking advantage of the Grooveshark API, I imagine James would be happy to hear from them. [EDIT: Actually, based on the requirements for acquiring an API key from Grooveshark it's probably not possible to go that route.
http://developers.grooveshark.com/api]
