I had the same problem this past weekend.  It immediately responded with "Disconnected from server."  Did you ever find a solution to your problem?

I solved my problem (temporarily) by using Windows System Restore to uninstall an update which it automatically installed on Friday, February 27.  It was something like "Microsoft .NET Framework 3.5" or ". NET Framework Service Pack #?"  After removing the Microsoft Update, I unintalled and reinstalled the game and then I was able to play.

I haven't seen any other mention of .NET Framework problems in the forums.  I have Vista x64 ultimate.  I wonder if it's a Vista or an x64 problem?

Microsoft Update still wants to install the ".NET Framework 3.5" update so I have disabled the auto-installation of updates until I figure out what's going on with it and the game.

I just bought Entrenchment and haven't had any more problems... other than the computer building tons of star bases. 

Tonight, I may try to install the update again and see if it works.  If it doesn't, I'll reverse the process by unintalling and reinstalling the game AFTER doing the Windows Update to see if that fixes the problem.

My network config is this: I have E-Set NOD32 (Anti-virus) running with no problems.  I am only using the Windows Defender as a Firewall.  I am running behind a DSL modem/router.  I do NOT have AVG.

Hope this helps.