If you haven't done it already, I would try adding VASSAL.EXE to the firewall application rules and allow both "in and out" internet access.
If that doesn't work then see if the VASSAL.EXE uses a specific port to function. If it does, make sure that the port is not in the "Settings" -> "Troubleshooting" -> "Redirect Settings" -> "Web" -> "HTTP port(s)" list. If it is remove that port. Not sure what else you could try. . . .
I believe that there is a 30 day refund policy.