Do you have the PC Interface option on the robot? This is needed to connect via robotstudio. If you are trying to put the robot on a network, the WAN port is the best option. Do you have the port configured?
If you want to test if you can connect locally, use the service port and make sure your PC's ethernet adapter for the port you are using is on the 192.168.125.XXX subnet on something besides .001 then click one click connect for an easy connection