Hi Lianne,
Sometimes firewalls impede the ability for MegaReader to connect to Calibre over WiFi. Try turning off your firewall, if it is enabled, to see if that helps. To test that everything is setup properly, enter the Calibre URL in Safari on your device and make sure that you can see the catalog.
All the best,
Patrick
---
Patrick Thompson
Inkstone Software, Inc.
www.megareader.net
www.quickreader.net