Unable to connect to the server specified in the data source

Hi to all
I am trying to build a hello world application using .NET ADF. I followed all the steps in the tutorial video but I got stuck at step # 7. When I tried to add an Arc GIS sample service at http://server.arcgisonline.com/ArcGIS/rest/services, and then enter resource, I got an error. The screenshot is attached below:

Unable to connect to the server specified in the data source.
OK
Step 1: In the figure represents the ArcGIS sample service and step 2 is the resource. To sort out the issue, I verified that the internet connection is working. I tried opening this link in the browser, and I could easily access the page.
This message seems to be incomplete, and it is not providing sufficient information and telling what to do and what actually is wrong. Can anyone please tell me what might be the reason behind this error and how can I remove it?
Any help will be greatly appreciated.
Waiting for your replies.
Kindest regards.
