Sitecore 8 EXM: Failed to enroll a contact in the engagement plan

In Sitecore 8.1 update 1, you might experience the following error when trying to send an email:

ERROR Failed to enroll a contact in the engagement plan.
Exception: System.Net.WebException
Message: The remote name could not be resolved: ‘default-cd-cluster’
…
…
Message: Recipient sc:extranet\someemail@pentia.dk skipped. Failed to enroll its corresponding contact in the engagement plan.
Source: Sitecore.EmailCampaign
at Sitecore.Modules.EmailCampaign.Core.Dispatch.DispatchTask.OnSendToNextRecipient()

The error occurs if you do not change the Analytics.ClusterName in the /App_Config/Include/Sitecore.Analytics.Tracking.config.

<setting name="Analytics.ClusterName" value="default-cd-cluster" />

The Analytics.ClusterName must be a valid, reachable URL.

<setting name="Analytics.ClusterName" value="hostname.of.my.site.com" />

This is because Sitecore calls the /sitecore/AutomationStates.ashx page using the Analytics.ClusterName as the host name.