Command:
if (strcmp("/radio", cmdtext, true, 10) == 0) {
		ShowPlayerDialog(playerid, 1 , DIALOG_STYLE_LIST, "Selecciona la mъsica", "The Time - Black     Eyed Peas\nWhere Them Girls At - David Guetta\nVive la vida loca - DJ\nWaka Waka - Shakira\nRight Round - Florida\nParar mъsica", "Escuchar", "Cancelar");
        PlayerPlaySound(playerid,1056,0.0,0.0,0.0);
		return 1;
	}


Now in OnDialogueResponse:

	if(response) {
		switch(dialogid == 1)
        {
			case 1: {
           		switch(listitem)
        		{
        		    case 0: {
        		    	StopAudioStreamForPlayer(playerid);
        		    	PlayerPlaySound(playerid,1056,0.0,0.0,0.0);
                        PlayAudioStreamForPlayer(playerid, "http://dc316.4shared.com/img/481604719/c0280a37/dlink__2Fdownload_2FM676MCJc_3Ftsid_3D20110116-111575-8b7a5e20/preview.mp3");
        		    }
        		    case 1: {
        		    	StopAudioStreamForPlayer(playerid);
        		    	PlayerPlaySound(playerid,1056,0.0,0.0,0.0);
                        PlayAudioStreamForPlayer(playerid, "http://7e.media.v4.skyrock.net/music/7e5/f71/7e5f710f522d30f15893e24498547317.mp3");
        		    }
		    		case 2: {
        		    	StopAudioStreamForPlayer(playerid);
        		    	PlayerPlaySound(playerid,1056,0.0,0.0,0.0);
                        PlayAudioStreamForPlayer(playerid, "http://88.media.v4.skyrock.net/music/88e/81e/88e81e34f58873c2b9c4f0c253c64685.mp3");
        		    }
    				case 3: {
        		    	StopAudioStreamForPlayer(playerid);
        		    	PlayerPlaySound(playerid,1056,0.0,0.0,0.0);
                        PlayAudioStreamForPlayer(playerid, "http://4a.media.v4.skyrock.net/music/4a5/787/4a5787155c0bdf5cda57a83f20dad3d3.mp3");
        		    }
    				case 4: {
        		    	StopAudioStreamForPlayer(playerid);
        		    	PlayerPlaySound(playerid,1056,0.0,0.0,0.0);
                        PlayAudioStreamForPlayer(playerid, "http://www.degjo.com/upload/go/dldsegment1/(degjo.com)FloRida-Right%20Round.mp3");
        		    }
    				case 5: {
        		    	StopAudioStreamForPlayer(playerid);
        		    }
				}
			}
		}
	}