Do you have a plugin listed on the about:plugins page that supports the video/x-ms-asf-plugin mime type?

Can you open the mms: link directly in a player (WMP or RealPayer)?

Yes I have that one listed. New update. Now the radio plays, but after almost a minute later (before was instantly), and the controls still not don't show. But, If I double click in the box (where the play, volume, etc. controls should load) it opens the page full size ALL GREY with small exit full screen, pause, mute and volume level buttons at the top of the page. Then double-clicking it returns to the radio page. I don't know if I am expressing myself good enough, but this is really weird...

Problem fixed. It seems that the page was loading VLC plugin to load this instead of WMPlayer instead (Wich for some reason Firefox disabled it). I disable the VLC Plugin and the controls and audio loaded up right away.

)

Here's a workaround that works for Firefox version 7 on linux. Edit the URL and change the start of the URL from mms to http

Now, when you go to that URL Firefox will ask what to do with the file. Tell it to save it. It may ask where to save it, or else it will save it to the default directory. Navigate to that directory using your file manager, and open the file with your media player. I use mplayer. Because this is streaming radio, the file keeps getting larger with time, and the media player keeps playing it. If you halt the download, the media player when it reaches the end of the file will play it all over again. If you want to save the program content that you have just listened to, move it to a directory where it can be saved.

This works for linux, I don't know whether it will work on windows. If it works for you on windows, please post here to let other know.