Hi.
I'd like to share my experience with everybody with the same issue in object.
Whenever I tried to run GAOTD Setup.exe it always returned me "Failed to connect": I discovered I were running a very old Internet Explorer version (6! I never updated it 'cause I use Mozilla Firefox) so I downloaded IE ver 8 and installed it: everything is working now on my old netbook with Windows XP.
I made this post hoping it could be of some help for everyone in need.
Thanks.
Joe