Click the "Start" button to bring up the Start Menu.
Type in CMD into the "Search programs and files" field but do not hit enter. Doing this will change your start menu to show the program "cmd.exe."
Right-click on "cmd.exe" and select "Run as Administrator." This will bring up a new window.
Type "netsh winsock reset" without the quotes. When the command is completed successfully, a confirmation will appear, followed by a new command prompt line.
Try connecting to the game again.