Well, the server is still up and running ...
If winamp does not open when you click on a .pls link from your web browser, then you have to set winamp as the helper application to handle in .pls file. This is set from within the web browser; it is not a windows control panel option.
As far as a connection not being made, I can only guess that maybe the player you are using can not handle streaming audio.
Or, you could ignore all of that and simply tell me if clicking this link resolves your issues fully: http://radio.bigbeats.ru:9054/listen.pls
Sorry, hard to tell exactly where your problem lies with the information you have given.