That message means something is blocking the application from reaching and sending the data to the server. As it's indicated, you should check the firewall. Go to Start > Control panel > System and Security. Click on Windows Firewall and use the options on the left to turn it off. Reboot the PC and launch the software again. If I am right, the software should work just fine.
There is also the possibility that servers were in maintenance or had issues at the time of access, in which case you should try later.