I've installed the Jukebox on my server as well and it's operating great - as long as you are on the local network!
I find that if I try to connect to my server remotely, it sends the stream as "songname%2emp3?stream=1" and that confuses the heck out Music Match Jukebox and Microsoft Media Player!
If I edit the URL in MediaPlayer to remove the "?stream=1" and put ".mp3" only then would it play!!
I haven't tried it yet with WinAmp...
Any suggestions anyone?