SOLUTION: (Sort of) OK, after tried lots and lots of code and after try a bunch of stuff around there, posted in many forums out there, my resume is:
• Fact: MediaPlayer just can´t handle the mms protocol natively.
a) Supported formats: http://developer.android.com/guide/appendix/media-formats.html
b) MMS is deprecated: http://en.wikipedia.org/wiki/Microsoft_Media_Server
• An option: I could go for the "Vitamio" library. (Many people goes for this solution, as I could see)
• My decision: I was go for the ".pls" and ".acc" files, since they are MediaPlayer compatible. Modern audio compression and encoding scheme, with better audio quality. And (the most important, for me) the code ended to be as simple as the one in the following example:
// Both urls for audio stream (radio):
// Try this as an "PLS" example: http://tsf.pt/emdirecto.pls
// Try this as an "AAC" example: http://euronews-02.ice.infomaniak.ch/euronews-02.aac
VideoView vv = (VideoView) findViewById(R.id.myVideoView); // In a layout xml file
MediaController mc = new MediaController(context){};
Uri path = Uri.parse("http://euronews-02.ice.infomaniak.ch/euronews-02.aac");
vv.setMediaController(mc);
vv.setVideoURI(path);
vv.requestFocus();
vv.start();
Hopefully this could give a "beep" for someone lost in this "silent", too... ;)