Guessing it's throwing at GetControlURL as that's the only place that attempts to make a connection.
Dunno why it's happening. Quick google shows it's either a malformed URL or something with your proxy settings? Dunno how mono handles web requests and proxies though.
Try setting a breakpoint on GetControlURL and see what the url argument is. If it's not a valid URL you'll want to set a bp on ParseResponse and figure out why it's not able to parse out a correct URL.