Many types of interruptions between your computer, your player, your computer's OS, your local network, your ISP and the Public Interactive streaming server can exist and cause trouble. Often the interruption is temporary. Please try to connect a few times at different times of the day, if possible.
Still Can't Connect
If you continue to have trouble listening to the stream, consider reinstalling or upgrading your Windows Media Player.
Are there Windows Media Player choices for Linux?
You can use MPlayer, which is free, or The CrossOver Plugin from CodeWeavers for $25.
Saving Programs and Saving/Bookmarking the Stream
This is a live web stream, so you cannot save specific songs or programs (which is also illegal), but you can bookmark the stream in your player. To add the stream to your list of favorites, go to File -> Add To Media Library.
Windows Media Error Codes
The Microsoft Windows Media Support site lists error codes, what they mean and what to do when they occur.
Windows Media Support Site
For additional assistance, please visit the Microsoft Windows Media Support Site or choose the help menu in your Windows Media player.