Answer by Graham Dunnett

You need a socket policy server to be running and listening on the socket you use in the `Security.PrefetchSocketPolicy` call. As the [documentation][1] says, there is an example server provided in the Unity installation folder. Get this running (on port 1433, or the default of 843). Then run your Unity code, and check the socket policy server log to see that it saw the connection. [1]: http://docs.unity3d.com/Documentation/Manual/SecuritySandbox.html