One thing to remember about SlimServer is that there are two clients, sorta, a playing client and a controlling client. So, while your Chumby is pointing at http://192.168.1.x:9000/stream.mp3, it's acting as the playing client. Bit it may just be waiting for the stream to start playing. The stream doesn't start automatically. The controlling client has to kick it off.
You do have to still fire up the SlimServer controllign client in a browser, pointed at just plain http://192.168.1.x:9000/. (Where that IP address is the address of the computer on which you've installed the SlimServer server software.) This is where you can designate which songs you want to play. (Or iTunes playlists on a Mac. Dunno about SlimServer on a PC.) The browser can be on the same computer that the SlimServer server is installed. Or it can be another computer entirely. (I use a Nokia 770 mini-tablet in the bedroom.)
One other thing to check is that the client in your browser is controlling the stream your Chumby is reading. With most SlimServer skins, there's an IP address in the upper right corner. If you're grabbing SlimServer streams from multiple clients, then changing that IP will determine which device you're controlling.
Does that matter if you're just using a single device, your Chumby, to play the tunes? Yes, it still can. Suppose your Chumby is at IP address 192.168.1.100. And you've tried playing some streams, but didn't know you had to fire up a separate Chumby control client. So you gave up and shut down your Chumby. Then you found out about running the control client, so you fired the Chumby back up. For whatever reason, it was given an IP address of 192.168.1.101 this time. When you pull up the control client, that client may still think it's controlling a device at 192.168.1.100. In the upper right-hand corner, usually, you can click on the drop-down box to change the device that you're controlling.
Get all these steps right and it works great.
I'm working a little backwards here, but, the SlimServer software is at:
http://www.slimdevices.com/su_downloads.html
It's free of charge, but, alas, not open source. It works on Windows, OS X, and various flavors of Linux. You can also get the Perl source code. It worked wonderfully for me on OS X. I've had problems with older versions on Ubuntu crashing on odd characters in MP3 tags.
Under OS X, once it's installed, you configure it via System Preferences.
I've requested a version of the controlling client for the Chumby, but it appears that SlimServer lacks an appropriate API for that. Bummer. That would be really cool.