Checkout process in MarketPress leads to Unable to Connect screen.

I am attempting to test my MarketPress store. I've set everything up according to the instructions. I've added a product to test and set up my PayPal Sandbox accounts. I was able to add my product to the shopping cart but when I went to check out, I got the unable to connect screen. What do I need to check to troubleshoot this? Any help is greatly appreciated.