First check that you have version 0.3.018 of the client. When you run it, this will be displayed in the top left corner of the game window. If you have the correct version, then:
Do you have a firewall or router? If you do, UDP port 7777 needs to be enabled for the server. If you're not sure how to set up firewall/router ports, you can try using Google to find the model you have and search for a manual or instructions.
If you don't have any firewalls or routers in use, we'll think of something else.