a lot of streams require a video player and not only sopcast
i for example use the VLC player - whatever player you chose you have to select the one you want in the SOPCAST OPTIONS
if you did so and you see the black window, there's a button next to the fullscreen window that makes the stream open up in your player of choice
if you do it right it works simply like this: click the link, sopcast opens, click on the button in the window --> perfect stream with your favourite video player