It could be in be in the protocol set in internet explorer. to check it:
Control panel >network connex> right mouse button on your internet connection (shwon by the network card its connected to) Properties > General tab > Select Internet Protocol > Properties
in here make sure all options are set to Obtain automatically, and also the same under "alternate configuration"
if that doesnt work, then reboot your modem when you connect your PC to your Modem. sometimes it will request an IP address on the set up you have
Alternatively possibly a faulty NIC...
*** Update ***
Ive just read your other question, which, i assume is the same issue.. it soubnds like the TCP/IP stack is faulty. a sneaky peek on the MS support site shows you how:
In Windows XP, a reset command is available in the IP context of the NetShell utility. Follow these steps to use the reset command to reset TCP/IP manually:
To open a command prompt, click Start and then click Run. Copy and paste (or type) the following command in the Open box and then press ENTER:
cmd
At the command prompt, copy and paste (or type) the following command and then press ENTER:
ipconfig /flushdns (press ENTER)
netsh int ip reset c:\resetlog.txt
Note If you do not want to specify a directory path for the log file, use the following command:
netsh int ip reset resetlog.txt
When you run the reset command, it rewrites two registry keys that are used by TCP/IP. This has the same result as removing and reinstalling the protocol.