I don't have any problem listening to the streams from 2gb.com.
Try to listen to the streams and watch the videos from 2gb.com in the Internet Explorer. You don't really need anything to be installed to play Windows Media streams (you just need to allow Internet Explorer to use embedded Windows Media Player). You may need to re-install Real Player to play real streams.
The servers of the radio station can be busy. You can also try to listen to the streams different times during the day.
To record Windows Media streams you can use
WM Recorder or
WebVideoCap. Both programs allow you to capture packets from Windows Media Player.