exploder, did you do the test? If you are using KDE, on Firefox File > Open File > (copy and paste this on Location) /usr/share/sounds/KDE-Sys-Log-In-Long.ogg and click Open. If you hear sound then Firefox is able to play OGGs and that's the audio format you wish to listen to.
So why isn't it playing in Firefox when you can play local OGGs (if the test is successful)? Maybe Firefox is timing out because (1) the large file it needs to buffer, or (2) buffer-size limit reached, or (3) buffer overflow ... it could be one of other reasons.
Maybe you are not missing anything. Maybe it is the podcast service. Exhaust all avenues of the test and you can narrow down where the problem lies.