Thank you for posting your question.
This is the error message you receive from WMP? Correct?
What version of windows are you using ?
If I understand correctly you are trying to sync the live stream from windows media player with your MP3 player.
If that is the case you cannot sync live feeds the only way to sync would be to have a copy of the feed. The error message you receive from WMP is telling you that there are problems connecting/syncing with the server that the live feed is coming from.
So when you get to this point (as shown below) and you press on sync you receive the error message?
So these are music files located on your machine ? The MP3 player is turned on when you try the sync ?