Go to your Steam game library. Right-click on Arma II, then click properties. Click local files, and then click "Verify Integrity of Game Cache." Do this For Arma II: Operation Arrowhead as well. After you have done this, launch each game once; you should see a "Performing first-time setup" window briefly. Once you have launched each game once, re-open the Six Launcher, and try connecting to a DayZ server. I was having the exact same problem as you guys, but this fixed it for me :)