When you click on your new icon / shortcut a xterm window will appear for a second before media player starts playing your webradio...
#!/bin/bash /usr/bin/dbus-send --print-reply --dest=com.nokia.mediaplayer /com/nokia/mediaplayer com.nokia.mediaplayer.mime_open string:"<link to your webradio / stream>" exit 0
... Exec=sh /home/user/play.sh Terminal=false ...