What were you doing when you got the error message? I would guess it is TV Setup.
Firstly, you need to make sure you enter your postal code correctly on the first page of the wizard. That would take care of the problem for many people. However, for UK, I am not sure the "Automatically download guide data" method works. I did try using a couple of different postal codes for London and they came up empty. That, however, only means that the "automatic" method does not work, and you still have other options to setup EPG. In particular, the option "XMLTV" allows you to use third-party data, either with a third-party xml file, or a third-party executable that will generate an xml file. I remember several UK users mentioned using this method.