If the player is moving (you can see the seconds ticking by), check the volume settings on your device. You may need to restart it.
If the player is not moving, you most likely have an internet connectivity problem (slow internet or wifi.) It's not a problem specific to the site. You can try again later, or with another internet connection. Or, download the audio, then play it (instead of trying to stream it) by clicking the "Get the Audio button" at the bottom of the page.