Sometimes I love it when products tell you to do something that you can't. My most recent was this message from Visual Studio 2005 (the real deal, no beta here).
Unable to start debugging on the web server. Unable to connect to the web server. Verify that the web server is running and that incoming HTTP requests are not blocked by a firewall.
Click Help for more information.
<ok button>
The part you can't do? Click Help. There is no Help to click.
If you happen to run into this gem, the problem was security based (turned anonymous authentication off and the worker process for asp.net didn't have access rights).
