Radio Tray

Just found a great application for listening to Internet Radios on Ubuntu

Go there and download it http://radiotray.sourceforge.net/

then you can easily add radio stations to the radio

check this link

Some radios stream using codecs that Ubuntu doesn't support by default so you will have to install them using

sudo apt-get install ubuntu-restricted-extras

One more thing if you have Unity you need to enable the radio tray applet indicator just do as here.