A likely possibility is that your browser reaches your web service through a proxy, and SoapUI is not configured to use that proxy. For example, I work in a corporate environment and while my IE and FireFox can access external websites, my SoapUI can only access internal web services.
The easy solution is to just open the WSDL in a browser, save it to a .xml file, and base your SoapUI project on that. This won't work if your WSDL relies on external XSDs that it can't get to, however.