Make sure that your device has correct GPRS/3G connection settings in place. Also, check with your mobile network operator that the accesspoint (AP) that the phone is using to access GPRS/3G services, is capable of accessing the Nokia Music store. As some AP's defined in the handset as a default connectivity method may be for Wireless Application Protocol (WAP) services and email only.
This topic is valid for:
Nokia Lumia 900,Nokia Lumia 800,Nokia Lumia 710