[nbmaltais]

So here is the script:
http://pastebin.com/4wE3uBay

Save this in a file called rdiologin.py ( or anyname you want .py).
Execute the script ( you must have python 2.7 installed : www.python.org) :
on windows:
c:\python27\python.exe path\to\rdiologin.py yourapikey yourapisecret
on linux:
python2 path\to\rdiologin.py yourapikey yourapisecret

The script will open your default browser to the rdio application authorisation login page. Enter your username and password and follow the instruction. You should receive a 4 digits code.
Enter the code in the script window.
The script will then open the main rdio web page in your browser. This is the not automated part...
You must login to rdio and find the "r" cookie for www.rdio.com.
When you have the r cookie, enter it in the script window (or paste it).
The script will create the state file required by rdio addon and save it to the right location. Next time you launch the rdio plugin, it should work (well it did for me...).

Getting the cookie value depends on the browser. In google chrome, press CTRL+SHIFT+I, the developper tools will appear. Click on the resources tab, select cookies from the tree view, select rdio.com, double click on the r cookie value, right click and select copy.
In IE, press F12, select the cache menu, show cookie information, find the cookie with DOMAIN = rdio.com and NAME = r, copy the value field.
Other browsers: google!

Hope this works for you. Let me know it doesn't!

Nic