A very short time ago I would have said "you can't" but now a company called Sontora have released information about a product called Mobicast that will let you play streaming audio on any WML 1.1 device. This includes MP3, Windows Media and RealAudio. All done without having to modify the device in any way.
 
Please visit their site for more details on the product.
 
The reason I usually would have said it can't be done is that the WAP protocol suite does not really give access to hardware. Hardware to play audio or whatever. But then again, neither does the "web" protocol suite. For the "web" environment, this is done with separate clients and plug-ins. Although there's nothing prohibiting the streaming of the data on the WAP environment, there's really nothing at the other end to play it.
 
I'm hoping that this FAQ will be able to bring you develoers at least some details and a modest developer support on this new technology.