You probably need a plugin for Windows 7, maybe Flash? Possibly the Windows Media Player Firefox plugin?

See Use plugins to play audio, video, games and more.

Give us a link to the radio station so that someone can check out what it needs.

thank you for your reply, i have downloaded latest plugin , to no avail, the address i have for the station is http:www. jimmyscountry.info/clanrye.asx i hope you can help me as i am an oap and miss my station on my laptop thank you .

Do you see the WMP plugin (np-mswmp) on the Tools > Add-ons > Plugins page and on the about:plugins page?

See also http://kb.mozillazine.org/Windows_Media_Player#Installing_the_new_plugin

http://jimmyscountry.info/clanrye.asx works for me on Windows 7 (64-bit) with the Microsoft Windows Media Player Firefox plugin. If I disable the plugin, then clicking the link asks me if I want to open the asx file using Windows Media Player (default) and, when I click OK to open, the radio station plays using the Windows Media Player program.

You can install the plugin using the "download the installer file" link given in the link cor-el posted above, which goes to http://port25.technet.com/pages/windows-media-player-firefox-plugin-download.aspx

The WMP plugin download link and instructions are also given here:

Play Windows Media files in Firefox with the Windows Media plugin

(Note that, On Windows 7, Firefox downloads are saved to your computer in your "username"\ Downloads folder by default. See Where to find and manage downloaded files in Firefox for more information.)

i have downloaded the plugin ,but still no station,,works ok on my home pc xp but not my laptop, windows 7.

Do you see the plugin installed in Firefox?
See my above post.
You can open the about:plugins page via the location bar, just like you open a website.
About: is a build-in protocol to access some special pages.