port 8972 is the local proxy port that JDownloader sets up so that it can capture data moving between your browser and router (for recording).
Try completely disabling your firewall and antivirus while recording your script. They could be rejecting the local proxy request.
If that does not work, try using a different browser.
Using either Windows Firewall or PCTools.com Firewall, I have no problem with this. Some other firewalls (for example, Zone Alarm) probably do not allow the local proxy to be set in the middle of a session (especially with Internet Explorer).
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