Connecting to scansandiego.net is quite easy if you have the proper software installed. In fact, it may be as easy as clicking on the "tune in" link, in the "What's On" page. if you are still reading this, it probably means the link did not work and you want to know why.
If you click the link and get something similar to the following, then you may not have streaming ogg software, or it is improperly configured. I also find this problem always happens with Mozilla Firefox.
For Windows computers, I find that winamp works best. Download winamp from the winamp website.
For apple computers, running System 10 (OS X) I find that MacAmpLite works best. You can download it from the macamp website.
For Linux based computers, I find that XMMS works best.
Once you have the proper software installed, try clicking on the "tune in" link. If that doesn't work, connect manually or adjust your browser preferences so that the Scanner stream is automatically opened with your player of choice.
To manually open a scanner stream:
In winamp, follow these steps. Goto: File -> Open URL -> and type in the URL as listed below. Other audio players are somewhat similar. They will say something about opening a stream or an "http source." If you are confused, feel free to browse the forums or post a question for additional support.