Theres a lot of places where you can have a problem here,
- Internet Service Provider
- Firewall
- Networking issues, (if your using windows xp try the repair network tool)
- Your Client (http://en.wikipedia.org/wiki/Compari...ant_messengers)
- Your screen name (restarting the app may do the trick, or as bharat said a new screen name may fix it)
- maybe its your computer (restart!)
- Spyware/Virus (Spybot/Adaware)
As you can see theres a lot of places where it can go wrong, so just guess and check it'll iron out eventually