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Actually, the only thing I can think of is, that your hosting service doesn't allow the fopen() when used with URLs, but it's just an assumption since I didn't program the module.
Unfortunately replies of phppp, the author of this module, are rare and mostly unhelpful.
Try out another module such as Xhld (
http://www.peak.ne.jp/xoops/). If that fails as well, it's very likely that it has something to do with your hosting service.