I get "Connection Error Detected - Digital Editions could not connect to to the fulfillment server." - now what?

I bought a couple of books (ePub - delivered as ascm-files)

Then installed ADE 4.0

Authorized the PC with my Adobe ID

When opening the ascm-files, I get the following message:

"Connection Error Detected - Digital Editions could not connect to to the fulfillment server. Please make sure you are connecte to the internet".

Of course I am connected to the internet - or I couldn't do all of the above.

How to read my books?