Linux has mplayer, an excellent audio player. It’s also handy when you want to convert a sound file from one format to another. The secret is to use .wav as an intermediate conversion, since most audio converters know how to handle that.
Here is the magic incantation for mplayer:
mplayer -quiet -vo null -vc dummy -ao pcm:waveheader:file="output.wav" input.rm
This takes the input file and creates output.wav from it. Once you have that, it’s a simple matter of
oggenc output.wav
to get output.ogg (don’t forget to install vorbis-tools) or
lame output.wav
if MP3s are your bag.
Linux Review has a good article on converting using this technique