You know.... This is a long shot, but worth a try if it fixes the problem.
Go to your Network Connections panel, typically accessible from the Control Panel (Start>Control Panel. Or Start>Settings>Control Panel). Inside here make sure you have the buttons at the top that read, "File, Edit, View, etc..." If not, right click in the area they should be and press the option, "Menu." (At least I think it's menu, running a 2000 here.)
Afterward go to Advanced>Advanced Settings (This is still in the Network Connections area.)
Now, make sure the connection you are using is listed on top of every other connection in the, "Connections" menu. If it isn't, move it to the top, then press OK. If it already was, then this was obviously not the problem.