see the wording
We have compiled a list of some of the most common anti-virus and firewall software, with instructions for updating. Please note that this information is subject to change.
The most common doesn't mean it is yours. Anyway try disable your windows firewall or put the Nintendowfcreg.exe, Setup.exe (when installing the USB Connector), SoftAPInstDrv.bin, and mdriver.exe in the allowed program list.
Also there is a another potential problem it notes:
Are you using a router? If so, then your router may be using the same IP address as the USB Connector (usually 192.168.0.1 or 192.168.1.1). You will need to make an adjustment to your router and computer's settings:
1. Log into the router, change the router's default IP to 192.168.2.1.
2. Click the "Start" menu on the PC, click on "Control Panel." Look for "Network Connections" or "Network and Internet Connections." If you have "Network and Internet Connections," you will have to click "Network Connections" inside of "Network and Internet Connections."
3. Right-click on the Local Area Connection that corresponds with the USB connector, click "Properties," then choose "Internet Protocol TCP/IP" and click "Properties."
4. If the IP address is set to "Use the following IP address," change it to "Obtain the address automatically."
5. Close TCP/IP options, then close the properties for the Local Area Connection. Test the connection.