Upon searching for 'failed to connect' on your message board, and reading through the numerous complaints of this nature, I once again checked my proxy server settings in IE6 Options, and found the problem.
The code that your installation replaces obviously rewrites the proxy settings as well, but adds on 'http:\' preceding the original server settings. The implications of this are obvious (prevents the use of protocols other than http).
Considering I only bought Media Jukebox tonight, and provided a pointer towards fixing a problem that has apparently been ongoing at least since December last year (I have fairly extensive experience in this field), I don't suppose some consideration could be awarded by means of a refund of part of the purchase price for Media Jukebox Plus (approx $50 Aus!!)