This error occurs when the troubleshooter cannot access a specific site.
If the error occurs when trying to access Microsoft.com, this could indicate generate network problems, or it could indicate a proxy issue. The web.config files in the samples contain a defaultProxy setting that can be enabled to use a proxy.
If the error occurs when trying to access one of the HealthVault servers, it could be a proxy issue, or it could be that the values for ShellUrl or HealthServiceUrl in the web.config are incorrect.
For the Developer server, these should be as follows:
<add key="ShellUrl" value="https://www.microsofthealthbeta.com/" />
<add key="HealthServiceUrl" value="https://platform.microsofthealthbeta.com/platform/" />
and for the Consumer server, they should be as follows:
<add key="ShellUrl" value=https://account.HealthVault.com/ />
<add key="HealthServiceUrl" value=https://platform.HealthVault.com/platform/ />
Note that both of the urls use "https" rather than "http".