If you see the message about "Cannot connect to the Internet" when installing SafeCopy or right away after your backup begins, then it may be a firewall or security software setting.

The main time we see this error when someone is running a firewall or security software running on the computer which may be blocking the connection from our software to our datacenter. Any chance you are running some security software? If so, can you open the software and look for SafeCopy being blocked? I am 99.9% sure this is it so hopefully you can take a look.

If you are on a corporate network that uses a proxy server, you may need to enter the proxy server information before SafeCopy will be able to connect.