Try running the standalone version of Mercury-4. Sometimes a firewall can block the host software's access to the internet, and running the standalone version can bypass that.
Of course, also make sure that no firewall is blocking Mercury-4 itself.
If these suggestions don't help, please submit a support request and give us some details about the problem, like which operating system you're using and what you've tried.
Support requests can be submitted here: https://cherryaudio.kayako.com/conversation/new