I too am with HostGator and received the curl_error message. I checked DNS, CPanel details etc and everything seems to be in order.
At Step 4, I couldn't see "Factory host", replace "factory3.datafeedr.com" with "220.127.116.11" (without the double quotes) then click [Save]. I didn't have this option at the bottom of the page.
I left out Step 4 and just followed Step 5 and miraculously it worked. It just seemed to need deactivating and reactivating of the plug-in to get things going.