I'm using uTorrent on a Mac running Yosemite and I've been getting the same 'not connectable' messages here. However, when I check with uTorrent it seems to be working fine. Go to uTorrent/Preferences/Network and it will show if you are connected with a green light. You can tick a box so that this is always shown in the status bar in the bottom right-hand corner. Also make sure your firewall connections in System Preferences/Security are set to allow incoming connections for uTorrent. Additionally, make sure your router is set to support universal plug and play.

I'm wondering whether it is a problem with the current version of uTorrent for Mac, or whether the problem is here. I don't have any problems with the other download site I use.