Nothing is streaming?

[Desert Rat]

It seems I cannot play streaming audio from sites such as www.shoutcast.com and the streaming music on the winamp homepage.

Whenever I click the "Tune In" or "Click to listen" image, it pops up the IE download window, but nothing loads up in my winamp. If I manually download the .pls file, and play the .pls file from my computer, it works fine, but when I directly click on it, nothing happens.

Can you help?