There are primarily two reasons this issue occurs:
When copy-pasting the shortcode into a page or post while using the rich text editor (the Visual tab), HTML tags will also be pasted. The solution is to paste the shortcode into the HTML editor (the HTML tab) or use the “Paste as Plain Text” button in the Visual editor.
To fix this, go to the page or post where you pasted the Connections shortcode, switch to the HTML editor and remove any HTML tags that surround the shortcode, for example, <pre></pre> and <code></code>.
Two, many commercial themes support shortcodes named [raw] or [noformat]. If your theme does, wrap the Connections shortcode within one of them. Here are examples of how to use the [raw] and [noformat] shortcodes.
[raw][connections][/raw]
[noformat][connections][/noformat]
Why? The theme is removing and re-applying the wpautop filter, interfering with all shortcodes. Here’s a link to a comment that explains the issue in more detail: http://wpforce.com/prevent-wpautop-filter-shortcode/#comment-1328. And here’s another link with more info: http://theandystratton.com/2011/shortcode-autoformatting-html-with-paragraphs-and-line-breaks
If the [raw] or [noformat] shortcodes do not work; please visit the Support Forum for assistance. A copy of your theme may be required to debug the issue.