WMP Error number C00D2EE6

When I intend to listen to a radio station (http://rmf.fm) I initialize the media player and after a while I get a notification about error number C00D2EE6. How do I get around this error?

Error number -5402 - playing music from Winamp website

If yo go to Winamp.com to the Music page and select a button for an artist that you would like to listen a .pls file should be downloaded on your PC and Winmap should pick it right up to play and please your senses. It does not happen ... You get an error message. The error number is -5402. What to do ??