There can be several possible reasons for that:

1). You have some kind of proxy which fails to automatically detect.
To set it manually click at the wrench icon at top-right and select “Internet options” menu.

2) Some security setting prevent user created for “Every step” to connect to the Internet.
For fixing that we’d advise stopping a “Secondary logon” service and deleting an “Everystep” user. Upon relaunch of the recording tool you’ll need to decline creating a user and starting a service.
That might resolve the issue.

Kind regards.