The 'not connected' problem is caused by one of two things:

1. Firewall/routers (includes internet security apps too)

If any of those would affect you then read this thread:

http://forum.toribash.com/showthread.php?t=22408

2. Just a general time out problem.

A lot of people (the majority tbh) reporting this problem are suffering a timeout issue - their computer isn't recieving/sending information quickly enough so they don't connect when trying.

The cure? Keep trying. Some people have success using the /join server command, others just keep trying to connect until they're on.