Connection Refused: Socket Exception

I am having trouble setting up PUN. All of the demos give the same error but I don't understand what the problem is and can't find a fix online.

The error I get when trying to connect is:
Receive issue. State: Connected Exception: System.Net.Sockets.SocketException: Connection refused
at System.Net.Sockets.Socket.Receive (System.Byte[] buffer) [0x00000] in <filename unknown>:0
at ExitGames.Client.Photon.SocketUdp.ReceiveLoop () [0x00000] in <filename unknown>:0
UnityEngine.Debug:LogError(Object)
PhotonHandler:DebugReturn(DebugLevel, String) (at Assets/Photon Unity Networking/Plugins/PhotonNetwork/PhotonHandler.cs:153)
NetworkingPeer:DebugReturn(DebugLevel, String) (at Assets/Photon Unity Networking/Plugins/PhotonNetwork/NetworkingPeer.cs:934)
ExitGames.Client.Photon.<>c__DisplayClass2:<EnqueueDebugReturn>b__0()
ExitGames.Client.Photon.EnetPeer:DispatchIncomingCommands()
ExitGames.Client.Photon.PhotonPeer:DispatchIncomingCommands()
PhotonHandler:Update() (at Assets/Photon Unity Networking/Plugins/PhotonNetwork/PhotonHandler.cs:76)


My scene is simple. This is the line trying to connect:

PhotonNetwork.ConnectUsingSettings ("v0.1");

I'm on Mac using Unity 4.3.2f1, with a Unity Pro license. I've disabled my firewall. Any help in understanding this (frustrating) situation would be greatly appreciated.