For CRM Online firewall might also be blocking the webservices which will cause that message. The way to test this is to log into CRM -> Go to Settings -> Go to Customizations. Then Click on Developer Resources.
Click on each of the Web Services. If it fails then you know its a firewall problem and not a CRM problem.
dev.crm.dynamics.com/.../Discovery.svc
xxx.api.crm.dynamics.com/.../Organization.svc
xxx.crm.dynamics.com/.../OrganizationData.svc
This might also be helpful for you if this is a problem due to the failure of authentication. When you click on view log you will be able to see the exact problem its encountering.
weblogs.asp.net/.../there-is-a-problem-communicating-with-the-microsoft-dynamics-crm-server-outlook-2010-through-vpn-system-servicemodel-faultexception-the-request-for-security-token-could-not-be-satisfied-because-authentication-failed.aspx