Sounds like something is blocking your access. Since this could be any of a number of programs running on your computer, you may do better to contact the actual support.
BTW, in my case, I found out that the memory resident part of SpyBotS&D, a known anti-malware program, will let me play GW, but will prevent it from downloading content. Look if you have something like that on your computer.
Usually, firewalls and scanners of all sorts allow you to make an exception for a program, look into that possibility too
