I've read a recent forum about this.
Some guy had the same problem as me, and there was two answers and they both said the same thing.
'Turn off your antivirus, something's blocking the connection.
I did, no difference.
This occurred when I tried to import a rendered C4D file, which wouldn't turn into a .PNG Sequence, it turned into a .aec file.
Now, it says 'Failed to connect to Adobe Premiere Pro Dynamic Link (86::1)'
Any suggestions?