On my Mac, which has
Flip4Mac WMV Player and
Perian loaded (both free), I clicked on Radio Sri Lanka on the website and after a moment it played perfectly.
Because an iPad does not yet have the ability to convert WMV streams on the fly, it cannot play this particular station. They are using WMA 9 Standard. This is rather foolish of them, as it prevents literally millions of potential listeners from tuning in. You should write them and suggest they set up an MP3 or AAC+ stream of their station, far more "standard" and works fine on all platforms, including iOS devices and other smartphones.