Use your computer to download the GrooveFix.xml from here: http://www.scilor.com/grooveshark/GrooveFix.xml
Just open the website and press STRG+S and it should prompt for the destination.
Then copy this file to your device (for example to your SD-card).
Then take your device, open your prefered file manager, jump to the GrooveFix.xml that you have just copied over to your device.
Long press the file so its opening a menu (or just press the right hard key for the menu). Selectcopy.
Jump to the installation directory of GrooveMobile (where the "old" GrooveFix.xml is, Should be \Programs\SciLor's GrooveMobile\GrooveFix.xml).
Long press the old GrooveFix.xml and delete it. Then long press into white space or just go to the menu again. Select Insert to place the new GrooveFix.xml in that folder.
Now open GrooveMobile and enjoy it. If you still got problems, let me know!