This could be caused by your computer's firewall or Windows Media Player may be set to work offline.
To see if the Player is set to work offline, click the File menu in the Player to verify if a check mark is displayed next to the Work Offline command. If it is,clear the check mark to enable the Player to connect to the network.
You tried streaming from other websites and it wasn't working right?'couse, if it worked, napster is the problem
Also, check stream>turn on media streaming