This error indicates that the URL you are using as your callback URL is not a valid URL.
Please ensure you are using a valid URL such as http://www.example.com/handler.php. If you are using one of our demo applications check in the config file that you have set the callback URL to the location of your handler correctly and that it is a valid absolute URL.
If you are testing this on your local machine rather than a public web server you will need to change your code to use the synchronous method instead.
In case you are confused about what a callback handler is. A callback handler is called when a capture is complete along with the required information to allow your application to process the screenshot etc.