WMMR streams using Windows Media format, and as far as I know Android still can't play Windows Media.
I think the source stream for wmmr is:
http://bdcast-greatermedia-wmmr-fm.wm.llnwd.net/bdcast_greatermedia_wmmr-fm
So the Windows Media Stream needs to be converted into something that Android can play, which of course means that you lose quality.
Probably the easiest way to get the station to play is to sign up for a free account at
Welcome to Moodio! | Moodio
Then add the above url into your station list and then navigate your phones browser to m.moodio.fm. (I had to google for it on my phone...entering the url into the browser didn't work???)
It worked for me, I did get the radio station to play on my phone. I hope that helps. BTW...WMMR plays some great music, I added it to my favorites...
The downside of using Moodio is that on my phone the only way I can get the stream to play is to let it play in the stock Android video player, which means that you cannot multi task.
The only way I have found to multi task is to install Cherry Rplayer on the phone and Orb on my home computer. Then add the above url into Orb as a custom internet radio channel. The WMMR stream can then play from within Cherry Rplayer when the stream is initiated from your phones browser...Hopefully when you click on the Orb link your phone will ask you what app you want to use to play the stream