Im having same issue (im new too) - im thinking i might have got my API incorrect - so worth checking that - someone else said they'd put a space on the end so worth checking for that (maybe also check you have the correct permissions set for trading on the API in the exchange).
Also might be worth looking at your firewall as apparently that can interfere. Hope you get it sorted soon, hopefully someone who knows more than me will be along shortly to point you in the right direction if any of my suggestions dont help. Post back when you've sorted it