SocketException trying to run the PhotonUnityNetworking demo

I got the following error trying to run the demo that was included as part of the plugin. From the message before it
OnMasterClientSwitched: Guest 4438
It seems that it connected but then something went wrong and it got disconnected. I'm using the 100 CCU free license. Can someone shed some light on what could be going wrong?

Error trying to receive. Exception: System.Net.Sockets.SocketException: An existing connection was forcibly closed by the remote host.

at System.Net.Sockets.Socket.Receive (System.Byte[] buffer) [0x00000] in <filename unknown>:0
at ExitGames.Client.Photon.NConnect.Run () [0x00000] in <filename unknown>:0
PhotonHandler:DebugReturn(DebugLevel, String) (at Assets/Photon Unity Networking/Plugins/PhotonNetwork/PhotonHandler.cs:82)
NetworkingPeer:DebugReturn(DebugLevel, String) (at Assets/Photon Unity Networking/Plugins/PhotonNetwork/NetworkingPeer.cs:669)
PhotonHandler:Update() (at Assets/Photon Unity Networking/Plugins/PhotonNetwork/PhotonHandler.cs:48)