Your first effort will be to locate a radio station that streams its broadcasts to the Internet. Radio stations are small to meduium sized businesses. Your local stations may or may not have sufficient IT support to implement the technology. If they do, the streaming format they choose may or may not be useable in Linux. Radio stations in larger cities (with larger budgets) are likely to have more streaming options some of which may be Linux compatible. Go to this site for a large selection of classical muic sites. Go to this one to find local FM stations, many of which will stream. The problem with Internet radio is that there are too many streaming formats. Many require Windows Media Player. Therefore your next task will be to enable Firefox to play these streams (hopefully).
This post at UbuntuGeek instructs on how to install w32codescs and the mplayer plugin. Read the comments as they make some minor corrections to the post. Your success rate will immediately improve but will not be perfect. You might find, as I did, that using a stand alone media player like Banshee, xmms or VLC might be a better way to play the station than with a browser. Let’s use WRTI (Philadelphia) as an example. I like their music selection and I simply ignore the weather and traffic reports that are irrelevalent to me in Florida.
At the WRTI website you will see a LISTEN LIVE button. Clicking on the button will not work. However, if you right click on the button you can Copy Link Location to your desktop. It is a file with a .m3u file extension(classical-247-mp3.m3u). Open the file with gedit or any text editor. This reveals the url of a generic mp3 stream (http://wrti-ice.streamguys.net:80/classical-247-mp3). Opening this location in Banshee or in xmms will play the station. For some reason on my machine Exaile did not like it.
Your success with using Firefox will also be improved by installing the Novell Moonlight (aka Silverlight) plugin. Go to this wesite for installation. Please, no complaints from mono haters. I’m just telling you how to do it, it’s your choice whether to do it.
Finally, you can try RealPlayerGOLD11. It’s open source and promises to play Winows streaming media. I have not tried this but I want you to be aware of it.
Good Luck and Happy Listening!