This is a network problem.
First, make sure you have the proper ports enabled for the game.
You can find them here:
https://support.steampowered.com/kb_...8571-GLVN-8711
Second, go to the Steam panel the click on change user to log you out.
Third, Turn your router off for about a minute and then back on.
Lastly, after your router has initialized, log back into Steam and see if it now works.
(Make sure your router isn't behind a firewall)