I was typing a post saying that I couldn't figure out what the problem was after a good 6 hours of testing. I had forwarded port 8000, set up both icecast and SAM correctly, read many guides on it to which many people commented that they worked perfectly, and yet still I couldn't get other people to connect.
Then a thought occurred as I was typing about forwarding ports -- making my comp a DMZ. I had tried setting my comp to a static NAT, so I wasn't too sure if it'd work. But once I tried it, my friend said within a couple of seconds, "it's working", and I almost fell over. That took about 5 clicks, and I spent a whole 6 hours on this. I had a feeling it was gonna come back to my router, but I was concentrating more on icecast since I had never dealt with it before so I thought I was doing something wrong.
Now, before I explain, I should make it clear that the original configuration you had for icecast/SAM was probably correct. Aside from the link in your page that is. And furthermore, you may not need to make your comp a DMZ in order for it to work. My router just doesn't always obey the rules I set for it. So even when I forward ports it doesn't mean that they're being forwarded correctly. But unfortunately my ISP requires that I use their provided router, so I'm stuck with it.
Anyway, if you haven't forwarded port 8000, then you should try this first. Guides to port forwarding can be found here:
http://www.portforward.com/english/routers/port_forwarding/routerindex.htm
You just need to know your router's make and model(which should be somewhere on the router itself).
If that doesn't work, then you can try making your comp a DMZ as I did. This basically means that it's not bound by security features your router imposes. For this, you'll need to google "DMZ" along with your router information from before since each router will have a different way of doing things. You should find information about how to do it on your router maker's site at the very least. Most routers make it an easy task, but if you have any trouble with it I can probably help if you tell me what router brand/model it is.
And one other thing to be sure of is that you get someone from *outside* of your network to test if it works. Computers within your network(under the same router) can *only* connect to the stream through your router's IP.
If none of that works, or if you're not behind a router, then I honestly have no idea what it could be. These are probably the two most detailed guides I found, you could try matching your setup against them:
http://www.poromenos.org/tutorials/icecast
http://beatproject.blogspot.com/
