Microsoft Media player (tested versions include 9, 10 and 11) may fail to play with certain websites, which is using ICY SHOUTcast protocol, what is happen is the Player is set to use Bluecoat proxy SG, the SG is able to forward the request to OCS, upon the OCS replied "ICY 200 OK" with some ICY specific parameters to proxy, the proxy SG sent "HTTP/1.0 400 Bad Request" to client and close the connection.
The reason is the Proxy SGOS (tested versions included 4.x and 5.4 and bellow) is not supporting ICY SHOUTcast streaming protocol.
Work around could be, set the Proxy configuration, Proxy settings, Stream proxies, Windows Media, uncheck to disable the “Enable http handoff”, APPLY. It is a Global setting.
For individual setting:
In transparent proxy deployment, set the Proxy SG, configuration, Services, service ports, in the port they are using, create a new port listener, based on the Destination IP address, set the action as bypass. That allows the proxy to bypass traffic to this Destination and port. Also set the Firewall to allow user direct access to the URL associated IP address and port.
In explicit proxy deployment, set the Player Option, network, Streaming proxy setting, set “do not use proxy server for addresses beginning with:“ Put in the problematic URLs. And set the firewall allow access to this specific URL associated IP address.