Your streaming access point needs to be the same as the access point you use to go onto the Internet, if they differ you will get that message.
The set-up is dependant on your network operator, but first try going to Tools>settings>applications and then real player
Streaming>Network
Select the access point you use to browse as the real player access point in this menu.
Try it again
If it still gives you an error I would suggest getting a hold of your network operator to verify your settings
iPhone 4S 16GB
MacBook Pro 17" Mac OS X Lion 10.7.3