There is a short timer on that connection and if it takes too long to establish the connection, the game will timeout.
Anti-virus and/or other anti-xxxx software tend to cause these types of issues. It could be resource related as well. If there were not enough free resources available when the game started, it can take a while for Windows to finally give us the resources we are asking for.
Just know, as of Windows Vista, Windows will eat all available system RAM as fast as it can in anticipation of you running something it thinks you will run. Superfetch is the name of that ugly Windows service.