The way IE is configured with your particular login may be incorrect. The first thing I would check in IE is in Tools | Internet Settings | Connections | LAN Settings; if "Automatically detect settings" is checked, uncheck it. This can cause problems like the one you described in certain scenarios. If you are not able to get any network access at all with your logon, then there's something wrong with the way the network stack is configured on your computer and you may need to manually reset it from the command line with the command: NETSH INT IP RESET LOG.TXT, after which you should reboot.
This was first published in August 2004