If you open Internet Explorer then click on Tools, make sure there is no tick beside Work Offline.
Then still under Tools go to Internet Options then Connections. If you have a broadband connection through a router make sure there is a dot in the "Never dial a connection" part. If there is a dial up connection listed in the white box set the dot at "Always dial my default connection"
If you are confused as to which dot to select then try the "Dial whenever a network connection is not present" option.