Please see here as well:http://gamemakerserver.com/en/forum/board/3/view/73/#reply-1642
This will happen when you can't connect to the server. I've recently fixed a bug that would sometimes cause GM:Studio (All) connections to fail. Also, make sure you're using the most recent version of GameMaker. Old versions had a bug where packets <12 bytes were being ignored by the Networking API.