It couldn't hurt to try running as administrator.
Check if your firewall is blocking access (Control Panel, System and Security, Windows Firewall, Allow a program through Windows Firewall). If you don't see 'Divinity Original Sin' in the list, click on Allow another program, browse to the '..\SteamApps\common\Divinity - Original Sin\Shipping' folder and add EoCApp.exe and SupportTool.exe.
