When that pops up it means for some reason, that the game cannot connect to the internet. It could be a slow connection or not have much signal strength. The best thing to do is to turn your connection off, wait for about a minute and then turn it back on again. I also found it annoying that you have to be connected to the internet, but thats the way it goes. Hope this helps.

Make a girl and a guy go together and then click on the both of them.
If they are in a good mood, the actions bar will say, trying for a baby,
and most of the time it will be successful!
You will then have a new addition to the household!