It should be something with the connection otherwise it wouldn't tell you the game is down when it's up and running.
It could be windows firewall blocking the game, and in that case you must add it to exception within the control panel so the program are allowed to connect to the internet.
In some cases with norton antivirus, it might block your game from connecting to the internet as well, and in that case you must remove that block.
And at times, it can even be things like a too weak signal to your internet, especially if you are using a wireless internet and is placed far away from the source.
http://feral-heart.com/index.php?option=com_jfusion&Itemid=2&jfile=index.php&topic=10423.msg144690#msg144690Might help.