Curse your corporate overlords, IT guys, or ISP because this is almost always what prevents you from using UDP.
If you're at home, it may be a software firewall. You can usually get past the software firewall issue by making an exception for Parsec and allowing UDP. You can try port forwarding as well, but that's usually not the issue with this error code. You're more likely going to get a 6023 error if port forwarding were required.
If this issue is due to your corporate network blocking UDP, try creating a Parsec support ticket saying that you need UDP for game streaming.