For one thing, the only "error" you're getting is that the server isn't connecting to ShoutCAST.com to publish your station. The more critical problem is that your source, which I'm guessing is WinAmp, isn't sending data to your ShoutCAST server.
As far as I know, it's impossible for anything outside your machine to affect your source sending data to the shoutcast server located on the same machine... firewall or not, nobody can screw with that. The only thing a firewall would prevent is others connecting to you and tuning into your broadcast.
Sorry to tell ya, but the problem is somewhere in your configuration. I hope that helps you narrow it down.