This is due to firewall software on your computer blocking the network traffic. The program cannot connect if your firewall is blocking access. If you have Windows XP, disable the XP firewall in the systems settings in the control panel. To do so, simply follow these directions: 1. Click on the START button (lower left corner of Desktop). Go: Start, Settings, Control Panel. 2. Double-click Networking and Internet Connections, and then click Network Connections. 3. Right-click the connection on which you would like to disable the Firewall, and then click Properties. 4. On the Advanced tab, click the box to clear the option to Protect my computer or network. You don't have to completely disable the built-in Windows XP firewall.