The server's HTTP status response is "403 Forbidden", ie. it's refusing the request. It looks like the server admin has blocked BASS, presumably because they think it's a stream ripper. You can get around that by changing the BASS_CONFIG_NET_AGENT setting.
If you would like to check the response headers in your app, you can do that by providing a DOWNLOADPROC callback function and using the BASS_STREAM_STATUS flag in your BASS_StreamCreateURL call. An example of doing that can be found in the NETRADIO example included in the BASS package. When you want to just quickly check a URL, you can try it with the pre-compiled NETRADIO.EXE example (in C\BIN folder).