Sometimes, some radio stations may be unavailable. If all station unavailable always, perhaps you're using internet through proxy and you need to set proxy in settings dialog. Also possible your firewall is blocking internet access for Winyl, in this case, you need to change your firewall settings.
For open settings dialog: main menu->"Settings"->"Advanced..."
For open smartlist dialog: right click on "Smartlists" and then "New Smartlist...".
For edit smartlist: right click on smartlist and then "Edit...".