That indicates that its coming from you're system and it can't find the file specified.
Does you're hosts file happen to be modified? For example, I have a list of every known adserver in my hosts file. What I'm thinking here is that you're streaming radio is attaching to an adserver, and its being rebounded back to you're server.
Hold on, I'll dig up one of mine (I noticed these after awhile, so I added a dontlog feature, but I think I still get a few....)
Here we go, had to go back a year :P
[Sat Jun 21 19:20:37 2008] [error] [client 127.0.0.1] File does not exist: D:/Personal/adlog, referer: http://www.gamefaqs.com/console/psx/game/196817.html
D:\Personal was my current directory in use for my webroot. So the file it wanted was adlog and was rebounded off of the ad service from gamefaqs. What you're missing is the referral information, and that is simply a setting in you're conf file.
So needless to say, I wouldn't be too concerned that this point. Also review you're access logs, they should indicate better information.