Yes it is your PC's problem.
The NSU can't get the proper connection to the NOKIA server and so has showed that message.
Check your Internet connection IF your computer is getting the 'key ports' and DNS and Proxy reply(if you use a proxy server) and then try to re start NSU.
PS. there may be a SERVER DOWN of the Internet Connection's ISP for a while.
So, try again after some time.
Cheers,
KATH.
POWER_USER
"tEcHnOlOgY is LIFE"