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Thank you for your help.  

No VPN.

I won't bother telling you all the things I attempted to fix the problem after reading all of the "ERROR 2" messages on this forum -- because I just tried to e-file my federal return by itself (I had tried that before) and -- LO AND BEHOLD... it was sent and has already been accepted!!  YAY!!!  

Now I will try to send my 3 state tax returns and keep fingers crossed that they will work.  If not, I'll try them individually and see how that goes.  

Again, thank you for the response.  Hopefully I will be sleeping better tonight.