There might be a local security issue--common culprit is either blocking the executable, or the IP address of the world server.

Did you ever get past the lobby (character creation and selection of a saved character) and actully get into the game---as in sitting in a town with other players running around you?

If not, check your security logs and Windows Event logs to see if anything is being logged when you are trying to get in game. Might give some clues if it is indeed something local.

Oh, yeah, and if on Vista, Win7, or Win8--have you tried running the game as Admin (right-click the shortcut to the launcher and click to run as Administrator)?