Here's a little trick I use when I'm having trouble with my connection.
To test to see whether the packets are making it out, go to Start->Run... type command
and press enter. This will open a black window where you can type commands (looks like DOS).
At the prompt, type the following:
That sends four packets to 126.96.36.199 (which is google, FYI) and monitors how log/if they are returned.