While of course it would be useful if you said which product you are referring to (since you are not posting in any product support section), that message isn't usually a problem because, even the server can't be reached, which is strange because we have *two*servers running at the same time, the installer already includes a copy of the needed files, so it will work just the same, but with its local copy.
So, fact that it's saying there's no internet connection and you are sure it's working, plus the fact that you don't see any scenery, seems to indicate a program on your side is blocking the download, could be an antivirus, a firewall, an anti-spyware, anything like this.