This message could occur either from a Firewall blocking connectivity or by trying to connect to an incompatible server.
Make sure that the latest patch for the game is installed. Download this from
www.sigames.com. Then make sure that the server you are connecting to be running the same version of the game as you. You should remember that you both have to have identical databases, so if anyone has edited their database it could cause a failure to connect.
Next make sure that any firewall software, such as zone alarm, is disabled and if using a hardware firewall or router that it is properly configured and is not preventing outgoing requests from your network. (Contact the manual you got with the firewall/router on how to do this)
You need to enable 9093 and 9094, both TCP and UDP to play CM 0304 Online!
Network game info