I bought the product yesterday and found this deficiency too. I happened to have the system proxy settings set up at installation time. This prevented it from setting up the "alerts" as well as downloading updates (or using the "alerts" web page), until I figured out what was going on. My proxy server requires authentication, and Commander didn't provide any place to enter credentials when the network connection attempted to go through the proxy server. So, it failed.
Solution is I have to leave proxy off while Commander is running.