If you're trying to get Hannity I was just there and had trouble opening the audio as well. I suspect he also has a popup when you open the stream and some browsers and computers are geared to block that.
You can also get Hannity daily going to wabc 77 on the web.
Most streaming video online is a pop up. Hold down the Cntl key while you try to open it. It should disable the pop up blocker for it.
Not sure if you're on this link, but this one works pretty well for me, for listening to Sean online out of a NY station:
http://www.wabcradio.com/listenlive.asp
You'll hear water flowing, or an announcement while they're on break, which they are right now.