Build A Gadget has a support FAQ page, and you might try checking their troubleshooting steps for "No Sound"
HERE. They have good support...at one point, XM did an update to their online service which broke everyone's feed, but Build A Gadget was on top of it, and issued an update to their gadget in about a day, got everything working again.

I'm listening to Cinemagic (my favorite) right now through the gadget. I hope the link helps you to get your gadget working again.