It would be helpful for IK Support to know the Financial Institution that you are trying to connect to. For instance, at the present time there are issues with US Bank connections that have been reported.
It would also be useful for them to know the version of Moneydance that you are using. You can go to Help > About Moneydance to get the info.
Are you setting up your accounts as new, or did you restore from a backup? If you've restored your file from backup and you changed your PIN/PWD with your bank, you may have to disable and recreate the connection: