"When doing this, are you connected to Xbox Live? When connecting to a Windows 7 (pre-RTM) Media Center PC a connection to Live is required.
If your connection to the PC was already setup and you tried connecting (without a connection to live), you would receive this message: This game requires a connection to Xbox LIVE. As you didn't receive this message, I'm guessing this isn't your issue, but when you're setting up the connection initially, it may be different."
