This could have several reasons.

1) It could be a conflict with installed firewall/anti-virus software. Try to 
disable them temporarily.

2) Maybe your ISP forces you to use a proxy. You can configure Tor to use a 
proxy then.

3) Maybe your ISP is blocking Tor altogether. Try bridges ( 
https://www.torproject.org/docs/bridges ), and, if that does not help either,
the Obfsproxy bundle ( https://www.torproject.org/projects/obfsproxy.html.en )

Good luck!