firstly you need the latest version (10) of Windows Media Player (go to http://windowsupdate.microsoft.com or http://www.microsoft.com/windowsmedia)
Secondly, the media player will display any error messages in the system message box (just above the chat box) check for and post any error messages.
Thirdly... what is your connection speed ... some radio stations might need higher bandwidth
and finally check that the link you are using is live. Some stations (like RMC) will not be live all the time.
the following link (MMO Radio) should be up 24/7
/radio play http://www.mmoradio.com/mmo56.asx
