If what Chris4 said doesn't work, you could see if you have the plugin enabled in your player, the 'what im listening to' feature wasn't working for me for a while after installing WMP 10, but enabling the plugin in Windows Media player fixed the problem.
To enable plugins in WMP, on the tools menu go down to plugins and see if "msn music plugin" is ticked. Im not sure how to do it in Itunes though as i don't use it.
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