The most common reason for the Broker Connection error is a poor wireless connection. If you see the error consistently when you have a strong wireless signal, the network you're connected to may be blocking UDP traffic.
Could you go to
http://whatismyipaddress.com/ in your computer's web browser and get your computer's external IP address? That way I can attempt to look it up in the iCam Broker Server logs and hopefully troubleshoot the problem. Please send your computer's external IP address to support@skjm.com. Refer to this forum thread in your email.