This problem is caused by a piece of software that has not been included by your phone provider, called a TUN (or tunnel) adapter.
First, please uninstall the app, and download the following adapters:
They are a piece of software that would normally be included with most Android releases, but some providers have removed them for some reason.
After installing the TUN adapters, reinstall our app. If you are still unable to connect, uninstall the app, and try the following set-up: