Connection problem

Next time it's a good idea to use the search feature of the forums as you would have found your answer right away.

That message is due to BitDefender Antivirus:

1. You need to add the entire Diablo II folder inside of the exceptions list of your antivirus and then you are good to go.

2. You may also just disable the Active Virus Control option of bitdefender when you're starting the game and you can activate it back right after you have logged inside of your account. That applies only for the first time you're running the game, you won't have to repeat the same step if you open additional loaders and you can ignore this step as well if you add the game folder inside of the exceptions list.

Read more about that here and you have the guide attached here and here.