What Windows OS are you running on?
I know this is probably obvious but I have to ask, did you disconnect the Scan Tool prior to trying to write the cal in the Tune Tool?
After you get the "can't connect" message in Tune, what happens if you try to reconnect the Scan Tool?
Does Scan connect ok or does it give the same error?
P.S. I followed the sequence you posted and it works fine here on Win7 64 bit. I'm using the old USB drivers V2.02.04.
Regards
Paul