I spent the better part of an hour today with the Chromecast help desk today trying to get my new Chromecast to connect with the setup program on my W7 laptop. After all that time, the only recommendation was to disable my virus protection and firewall. I disabled my McAfee suite and restarted the computer then ran the setup program again....still started to connect but then failed with that "Sorry 'bout that" message. I can see the Chromecast on my WIFI scan so it seems to be on the air.
I'd hate to have to return the Chromecast, so I'm hoping someone out there may have encountered this connection problem and can suggest a work-around.