I'm pretty new to linux myself. I have been using Mandrake 9.0 for a few weeks now.
I will try to help with some of your questions.
1. Key 103 FM appear to be providing only WindowsMedia "asf" audio. try to find out if they provide either Quicktime or Relameadia streaming, or try to get a media player that supports Windowsmedia streaming extensions "Unlikely on Linux"
Alternately Get hold of a copy of Wine, this is an implementation of the Windows API for Linux, it should allow you to run most applications for Windows on a linux box. This includes Dreamweaver, Fireworks and probably Windows Media Player.
2. There are dozens of MP3 players available for Linux, there is even a port of winamp available. Just try searching http://www.mandrakesoft.com/
3. Java - Depending on your choice of browser, Java should already be implemented. I use Netscape on X, but once again, even Internet Explorer can be used with Wine.
4. See 1
5. Fonts. I'm not so sure about this one, I would suggest finding a font source for X and checking the font substitution tables to find similar or identical fonts.
I hope this helps in some way. We are all still learning, as everything keeps changing anyway.