TorrentRover is not bundled or tied to any torrent client in any way, but you do have to have a torrent client in order for TorrentRover to open a torrent into the torrent client. Without a torrent client, TorrentRover will download the torrent, but it won't "auto open".
Having said that, I've seen a few people who get this error message after they've already installed a torrent client. So far, it's always been a case of Windows Updates causing the .torrent file extension to become unmapped. So Windows doesn't know how to open the torrent file even though you have one installed.
It's really easy to fix. Just open uTorrent, go to Options -> Preferences -> General (section), and click the button "Associate with torrent files". Now Windows knows that utorrent is the associated .torrent program, and TorrentRover will open the torrent files into uTorrent again.
As far as your problem with connecting to the torrent sites, I can't know exactly what's wrong, but I'm willing to look at it for you if that would be alright with you. We have a Remote Assistance page on our website. We could setup a time for me to fix the problem for you remotely, and you can watch the whole time so you know there's no funny business. I can even talk to you on the phone and tell you what I'm doing. Up to you. I understand if you don't want to, but it's an option!