Its just a connection issue (happens from time to time). next time if you face with it, press esc and press reconnect button. or disconnect and connect to server again.(f11 key for quick disconnect)
well if it happens in every multiplayer game, it means what something blocking in-game downloads. it may be windows firewall or some kind of antivirus software. try to run it in windowed mod and look at floating windows with questions about allowing connection or add rexuiz to whitelist in firewall/antivirus