UPDATE: This problem only exists in outdated versions of the DSP Plugin, please update your software if you have problems with data not being sent to the server.
A common mistake that people make with the Winamp DSP is setting the wrong Input Device.
Click on the Input tab in the DSP window and you will see an Input Device option.
If you are streaming from MP3s that you are playing in Winamp then you will need to select Winamp (recommended).
If you are streaming from your line in or from any programme other than Winamp then select Soundcard Input. You may also need to configure the soundcaed mixer - to do this, click Open Mixer and two windows will open. Close the one entitled Master Volume as this is not needed. You should see the Recording Control window.
If you are streaming from your line input (e.g from decks and external mixer) then select the Line In option.
If you are streaming from another programme on your computer then select Stereo Mix.
You may have to tweak the volume control until the Input Levels in the DSP window are around -5dB to 0dB. The best way to get the best volume setting is to get feedback from your listeners if possible.