Good idea Bill - I've had a go adjusting the settings, no luck so far. But since it works fine with honkingduck and other sites my feeling is there must be something about the requirements of this site that is different.
The only suggest why a particular site uniquely shows this "unable to connect" message that is given on the RealAudio help pages is that there might be a high level of traffic. But I can't imagine there would be all that high a demand for the kind of recordings I've been asking for, especially in the small hours.