Is there any Proxy set or used?
Check to see if set to automatic:
Go Tools/ Options/ Advanced/ click on the Network Tab, then click Settings.
Select the radio button that says Auto Detect Proxy Settings for all this Network
In Internet Explorer,
Go to Tools/ Internet Options/ click on the Connections tab, then click on LAN Settings.
Select Automatically Detect Settings
Click Okay twice.
You could also try WinsockXP Fix
. It can cure the problem of lost connections.
Sometimes your Internet connectivity will get corrupted due to invalid or removed registry entries.