I have this same installation problem on my main computer. I have tried installing it while connected to my router, also tried directly connecting to my cable modem while allowing all connections to stuffplug through my software firewall (Norton Internet Security 2005), and have also tried disabling the software firewall altogether. All had the same result, which was posted above. However, and this is the weird part, I was able to install stuffplug without any problems on my other computer which is connected wirelessly via the router. That computer also has a software firewall, but it uses ZoneAlarm. It seemed kind of weird that I had no problems connecting through the router with firewall enabled, but I can't connect while running naked through my modem.
But I'm at a loss as to what it could be. So I guess I'm without stuffplug and my precious dp stealer till this is resolved / worked around
/ 