I tried the original link and followed through as you described, and clicked to say I had a compatible player ....... I got a white window ..... but I left it there for some time and eventually it played ...... but nothing appeared in that window! Weird ...... but I was using Konqueror so that may have had some effect.
Anyway glad you found the stream info.
Just tried it in FF and the mplayer plugin came up in a window and played after a time.
Strange it did not work for you ...