If the error is occuring on either the 'TV Shows' , 'Music' , or 'Movies' tabs this may suggest media has not been added to the XBMC 'Library'.

For detailed instructions on adding media to the library please see the XBMC wiki page 

If you do not wish to use the library functionality then media folders added to XBMC can be accessed via the 'Video Sources' and 'Music Sources' tabs within the XBMC Remote.

The 'Error connecting' message is raised when the remote is unable to find XBMC with the details provided.

To confirm that the XBMC is  setup and the correct host, port and optionally password is entered you can verify the information by accessing XBMC in your webbrowser.

Type the following in to your web browser:

Replace *PASSWORD* *HOSTNAME* and *PORT* with the values entered into the interface on XBMC.

It should give you either information about what is playing or 'Filename: [Nothing Playing]' if no media is currently playing.

If it cannot connect then please recheck that the Setup Tutorial was followed correctly.