You would need to be more specific about the problem.
Are you connecting to your own server or is it someone else's server? If it's your own server, are you behind a router, etc.
Please include as much details as you possibly can.
The VCO/SOL-O community would be willing to help you if you would like to post on http://forum.gtasolonline.com
. You would get a much speedier response from there.