Why does firefox sync refuse to acknowledge the account I just set up?

Question

I just want to set up Firefox sync. I go to options, then sync:

Click the set up button:

Put in email address & password:

Get the sync key:

Do the captcha:

Now setup is apparently complete:

I click the "finish" button, and immediately I get this:

And also a bar pops up in the bottom of my browser window:

Am I doing something wrong?