Strange. One time I had troubles connecting with a "wrong users/pass" error resulted from a windows problem with its stack and could be solved by rebooting the system. But the other time, nearly one year now, I cannot complain about the connectivity to FXCM (but according to real accounts).
Did you try to connect with your user/pass via the web GUI of FXCM (Trading Station Web) and was it successful? In between the last weeks my demo account expired twice (maybe of too long idle times), but one mail to FXCM and I received new data quickly. Did you choose "DEMO" in Zorro?