Allow the offline version access through your firewall.
Despite what it says in the OP, you need to let this offline version have access through your firewall. It won't take long, and you'll be able to play everything that's accessible in 0.11.
Regarding the offline version/online version question
No, the first offline version was provided by the devs, the same as all following offline versions.
Until recently, the game was only playable with an "always online" connection required, and content/patches would automatically download when available, each time the game was launched.
The Offline version is basically a download of everything packaged together, like pretty much every other game found here.
The online requirement and connecting to Dark Silver's server to be able to play, and save progress, was a major turn off for me, and I didn't touch this game until 0.10 Offline version (the first version with an offline alternative I believe).