“Not connected to the internet”

I’ve downloaded the program several times.  But when starting it just a few minutes later, that’s the only message I get.  “Try again” does not work.  My internet connection is fine.  I’ve rebooted my modem.  I’ve turned off my firewall settings.  I’ve followed suggestions I found on this site and others.  It will not open and will not retrieve updates.  Very frustrating.