UPnP stands for Universal Plug and Play. This is something new(ish) firewalls use to open up ports upon request from a client so normal internet communication will work. For instance, UPnP is needed for video conferencing in MSN if you're behind a firewall.
Actually its something really easy. If you are behind a firewall I asume that most people are. You just have to renew your IP and make sure you are the DMZ in the router. If these two are not aligned then you will get that error. Question: I did that already! Thats nice to here but junky routers lose IP's all the time your still connected but the router doesn't know you are connected. It's goofy but it's the reason.