Fixed it! c:
Make sure you have Java installed AND using a browser that supports it. Download this if you haven't already got it - https://java.com/en/download/ (https://java.com/en/download/)
This allows it to communicate so this is very necessary. I'm surprised the devs didn't include that (Unless of course they forgot or expected people to have it as a default which is understandable.)
I hope this helps some of you! x
That means you either have a proxy configured somewhere..
http://www.enigmasoftware.com/how-to-disable-proxy-settings-browser/ (http://www.enigmasoftware.com/how-to-disable-proxy-settings-browser/)
There's a little guide to turning them off.
Edit:One other thought if you find you have a proxy setting that refuses to turn off chances are you have a virus :(
Or your internet is forcibly pushing your we connections though some other proxy.
Which for one is very anti privacy and also a little out of scope of what I can help you fix.