What are you using to stream your radio stations? In some cases,
I'd found that some just won't work despite their claim to do so. In
other cases it ~is~ a codec issue, & at other times it turned out that
xmms had somehow taken control of all volume for anything I tried to
play music through (that was easily taken care of by opening xmms &
turning up the volume -- stupid, I know, but I never found a way round
it).

Above all, while it won't play every format stations stream in, I
normally use RealAudio for radio (xmms is my preferred mp3 player in
Linux).

Try RealAudio, check xmms' volume setting too. Never know,
especially since I'd run into the xmms issue in slackware as well as
Ubuntu.