Does somebody know a good library for making a radio station app to listen livestream radio's from the web in c#?
I would take a look at FFmpeg. The project can be compiled to produce the libraries (libavutil, libavcodec, libavformat, libavdevice, libswscale) which provide most of the functionality. Building them yourself can be a little difficult, however, so I would recommend using the nightly builds that are provided by the FFmpeg Windows Help Forum. Specifically, you want the "shared" download for your processor type.
However, this only gives you the compiled unmanaged DLLs. To access them, you will have to use P/Invoke. There are some projects out there which attempt to wrap access, but they fail because the definitions are incorrect for the way that the libraries reuse code structures, most of which I've documented.
Of course, if you don't want direct library access, and can use the command-line tool to do what you want, you can always use the Process class in .NET to run FFmpeg on the command line with the parameters you want.