I need something to play WMA radio. Do you know any way of doing this on linux?
Mplayer should be able to play WMA radio. It's possible to set up firefox to direct mms:// URIs to mplayer by setting the firefox configuration setting "network.protocol-handler.app.mms" to /usr/bin/mplayer (or whatever the path is for mplayer).
If you run a Debian-based distro and a particular player is built without WMA support, you may try a build from debian-multimedia.org.