No URI handler implemented for "mms"

You could use mimms package. It can download streams based on mms protocol. In order to do so, you have to copy the stream URL and launch mimms mms://url_of_the_stream in a console window. After the stream has been grabbed, you will find a new file in your home (or where you chose to save it) and you can reproduce it locally using MPlayer.

Remove the totem mozilla plugin and install the xine of mplayer mozilla plugin. You might also need to get some codecs. You can use the penguin-liberation-front repository because the legal status of getting this for free is debatable.

If you're running edgy, try adding:
deb http://packages.freecontrib.org/ubuntu/plf/ edgy-plf free non-free

You can use the System -> Admin -> Software Properties dialog to add this repository.

If you're running dapper try adding:
deb http://packages.freecontrib.org/ubuntu/plf/ dapper-plf free non-free

Now you can install w32codecs using synaptic or a terminal. In the terminal you can install stuff like this:

  sudo apt-get install w32codecs

To get the mplayer plugin install:

  sudo apt-get install mozilla-mplayer

To remove the totem plugin do:

  sudo apt-get remove totem-mozilla

You can also use Synaptic (its at System -> Admin -> Synaptic Package Manager)

Here you'll have to search for the packages and then change their status. Click on apply to update your changes to the system.

You can also check out the unofficial ubuntu guide at:
http://ubuntuguide.org/wiki/Dapper (for dapper)
http://ubuntuguide.org/wiki/Ubuntu_Edgy (for edgy)

This seems to be broken at the moment: when trying to update the package sources, Software Sources (edgy) says it failed to find Package.gpg from packages.freecontrib.org for edgy/plf

Is there an alternate source that works?

Sorry, to be more accurate, it said:
Could not connect to packages.freecontrib.org:80 (88.191.33.6), connection timed out