Here are additional info, the error messages when I try a radio station:
Error Loading Media
No suitable demux plugin. This often means that the file format is not supported.
And if I try mp3 I get this:
The xine-engine claims it cannot play MP3 files.
You may want to choose a different engine from the Configure Dialog, or examine the installation of the multimedia-framework that the current engine uses.
You may find useful information in the FAQ section of the Amarok HandBook.