I'm in the process of making a new release, but here's a quick fix for you. It involves just two line changes.
In includes/templates/template_default/sideboxes/tpl_campaignmonitor_sdebox.php, change line 20 from
//Set the next line, CURLOPT_NOBODY, to 0 to enable debugging.
//Set the next line, CURLOPT_RETURNTRANSFER, to 0 to enable debugging.
And on line 21, change
curl_setopt($ch, CURLOPT_NOBODY, 1);
That should do it. Let me know if you're having any more problems. Future releases will actually use the curlopt codes to display meaningful information, but I haven't done that yet.
curl_setopt($ch, CURLOPT_RETURNTRANSFER, 1);