I have made a change to the playlist file that includes a 10 second 'silence' buffer so that the streams can switch without your player giving you and error when it can't find a source. That in itself shouldn't give you any connection errors.
But try and see if your player opens the 10 second silence file by clicking here:
http://wm.cyberjamz.com/cyberjamzad/silence.wma
Your player should connect and you'll see the progress indicator elapse by 10 seconds (but hear no sound). If that worked then the next step is to check your network settings the way you see in the attachment.
Make sure you have all the network 'protocol' boxes checked and if the windows firewall asked you to allow the windows media player to connect to the internet and you answered 'no' then you can change that to 'yes' in the windows firewall.
If all of the above fail, then the next thing you can do is hit the [>>|] next track button when you see your player 'connecting' and see if it will jump to the active stream.
P.S. this is not a browser problem but more of a network/firewall issue or maybe even a missing
codec.
Let me know how it works out.