* What operating system are you using?
* How are you currently connected to the internet?
* Does this happen when yu are using IE as well?
* If you go Start->Network Connections, what's listed?
* Have you connected or attempted to connect through a VPN and/or GPRS network before?
* In Firefox, go tools->options, select General, click Connection Settings, and see what's selected.
* Do you have any extensions installed that are designed to change internet connectivity?

Give us a shout back.
John