Something is probably wrong with your install, though it's not unheard of to be able to connect to all other servers and online games yet still have connection issues with P99.
Are you positive you're extracting to the right folder? Are you verifying the files are there after you've extracted them? Are you positive your shortcut is pointing to the correct folder and not some other installation of Titanium? Did you carefully follow every step in the
Getting Started Guide?