Como escrevi nos comentários, o site se chamava BlunGoGo. É explicado no início da 9ª temporada :
Alan: So, just out of curiosity, how does someone get to be worth so much money?
Walden: Well, it's pretty simple really. You ever hear of BlunGogo.com?
Alan: No.
Walden: You never will, because Microsoft bought it from me for $1.3 Billion. Then they bundled it with their "iPod killer," the Zune.
... e, pelo que sei, infelizmente tudo o que sabemos sobre isso.