Failed to connect.

[DemoniCuffy]

I'm a bit new to this private server and private servers in general, so I don't know how to address this issue,
basically I can get on the server fine, but the servers are greyed out but it will let me go to character creation screen, but when I try to create it, it says "Failed to connect, please be sure that your computer is currently connected to the internet, and that there are no security features that might be blocking traffic,
see http://www.blizzard.com/support/wow for more information"
Any ideas as to how to fix this?

[DemoniCuffy]

And I already put Wow.exe on the exceptions list on my firewall and my antivirus, so I am at a bit of a loss for what to do, and by the way, I am using Kaspersky antivirus.

[Henhouse]

What client version are you currently running on, what server are you trying to play (TBC or Wrath) and what is your realmlist.wtf file's contents?