Try right clicking on the file or link and choose "Open in New Window."  If
that doesn't work please keep reading.

Save the file to your hard drive first and *then* try to play it back.  When
using a service like Hotmail the media file might want to try and use the
Media Bar in IE6 to play and not allow you to download the file directly.
Disabling the Media bar is a good idea...

To Disable the Media Bar...
Click the Media button (IE Toolbar button).  Then click Media Options in the
Media bar.  Goto Settings>>Uncheck "Play web media in the bar".

http://tinyurl.com/39lsk maybe help if the above has not.  You may read more
about the error at http://tinyurl.com/ytk39.

i have listened to for over a year (its a radio station) the first message i
was getting was that the staion may be offline but i know this not to be
true as i have another pc and can alternate between the 2 and check this.
then they tell me to check my protocol and proxy servers!!!!!!!!!!!!11 All
done every setting is correct and it doesnt make sense. Help. btw,  I can
still listen to other stations using the "open url" option but suddenly not
this one i love.