does 3250 support ogg audio format and why doesnt it supports any other application as of nokia 6600

The 3250 doesn't have built-in Ogg support, but there's OggPlay:
http://symbianoggplay.sourceforge.net/index.html

Check also out http://forum.nokia.com/audio for supported audio (and video) formats.

The 3250 is an S60 3rd Edition (version 3.0) device, and those require new apps (= cannot run apps for S60 2nd Edition or 1st Edition devices). Search for S60 3rd Edition apps here, for example: http://www.allaboutsymbian.com/software/Series_60/