1. There is no sound? it's possible there is no one broadcasting at this time.
2. the stream won't open correctly! Possibly the playlist files aren't working on your computer correctly.
try "Open URL" or "Open Location"
WinAmp: hit Ctrl+L and type in http://www.wunh.org:8000 (hi)
Windows Media Player: hit Ctrl+U and type in http://www.wunh.org:8000