If the software is unable to connect to the database, then it means somewhere along the way a problem related to connectivity is encountered. The first thing you need to do is to make sure your computer allows this software to connect to Internet. Access Windows Firewall in Control panel, and add the program through firewall. If it's using drivers, go to Device Manager (Start > Run > devmgmt.msc) and make sure everything is installed.
After these procedures have finished, attempt to connect again. In case you receive the same error, then the problem is on their side. You will have to contact ESPID and explain the situation.
Use the following page to contact them: http://www.espid.org/content.aspx?Group=home&Page=contact