I asume you have a lan connection and are running windows 2000 or XP and get your IP address from a DHCP server. (its a little differnet if your running 9x or ME)
Start > Run > Cmd.exe
check and see if you can ping the site:
c:\>ping yahoo.com
renew your DHCP connection:
c:\> ipconfig /release
c:\> ipconfig /renew
flush your dns:
c:\> ipconfig /flushdns
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