This error appears when Command Anti-Malware (CSAM) is unable to detect a connection to the Internet. This is generally caused by one of two issues.
First, see if you can surf the web. If you can't get online, contact your Internet Service Provider to troubleshoot.
If you can surf the web OK, lets go ahead and check the second possible cause. Open Internet Explorer (NOT Firefox or other web browsers). You may receive the following message:
"The webpage you requested is not available offline. To view this page, click Connect". Go ahead and click connect.
CSAM uses the same network settings as Internet Explorer. If it is set to work offline, CSAM will not be able to access the Internet.