Previously, I installed K-Lite Mega Codec and used MediaPlayerConnectivity add-on for Firefox. But the Media Player of K-Lite Mega Codec could not connect most mp3 and wma files especially in chinese websites.
Now I tried VLC. And using VLC, it solves the problem of MediaPlayerConnectivity. That means, MediaPlayerConnectivity works well with VLC.
So, now I click the “play” button of MediaPlayerConnectivity, it will pop up VLC and play the audio streaming file. Nice.