3 causes:
1. Your not online.
2. Your behind a proxy server
3. You build your firewall so tight or set the router rules so strict that it won't allow anything if you dont set the port.
4 solutions:
1. Go online.
2. Contact your system administrator and inform him of this problem
3. Open up some ports, check the official site for what. If you don't know how then don't bother.
4. Download the 1.02 patch from the site and use the cracked exe.
Side-note: If you love the program that much then buy it.