Don't use winamp, use windows media player. You should change your file associations in windows to fire up the Windows Media Player for the following file types:
wma
wmv
asx
asf
If you can't figure out how to change your file associations then manually open windows media player and open the URL for the broadcaster. You can do this by accessing the | File | Open URL... |and pasting the following URL:
http://cyberjamz.com/live.asx
Again, DON'T USE WINAMP! The server streams on RTSP, UDP,HTTP but also includes flyer advertisements in the playlist that winamp might not be able to figure out. If you can't get Windows Media player to play the stream using the above, then you probably have your firewall or security settings too high and blocking RSTP, UDP or HTTP streaming. Refer to your security software's documentation to see how to resolve this conflict.