Nostalrius Begins - Quality wow vanilla realm (1.12)

Hi, I am new here. I've got really big problem with starting the pleasures of playing.
I've already done all the installation staff, in accordance with your manual that I'd read carefully, I think. I've been trying to create some nice creature to play with, but I can only see the comment:
"Failed to connect. Please be sure that your computer is currently connected to the internet, and that no security features on your system might be blocking traffic. See www.wow-europe.com/en/support for more information".
Many thanks in advance for any piece of advice, if possible.
Regards, Merratet

Locate your installation folder, this is where WoW.exe should be, there should also be a file in this folder named realmlist.wtf

Open this file and make sure it says exactly this.

set realmlist login.nostalrius.org
set realmname "Nostalrius Begins"