Akismet plugin and API key error

I have activated the akismet plugin and when I enter the API key through the configuration dialog I get an error that a connection to akismet.com cannot be established. I think I have permissions set properly, and have changed them twice with the error notice still popping up when the key is entered. But when I enter the key through the plugin editor (hard coded)I don’t get an error, and the plugin is apparently working – according to the plugins dashboard page. I would prefer to enter the key in the normal dialog rather than in the code. What should I do?