I just fired up the client on OS X here and no issues. If you're referring to running the Windows client I don't know. I haven't run Windows in months fortunately. I guess if Windows, I'd try opening the firewall in control panel and making sure ports are open for Steam and if that fails turn the firewall off altogether just as a test. Also, if running any anti-virus on Windows I might next try disabling it I guess. Not sure what else to recommend. Maybe somebody else can chime in with ideas.