bluestreak©™
There are several configuration settings within a Web browser that can cause problems.

Microsoft Internet Explorer (for Windows):
In Microsoft Internet Explorer, click on "Tools" and then select "Internet Options" from the menu, as shown below:

This will load a window like this:

Click on the "Connections" tab to load this screen:

On this screen, make sure that the dot is next to either "Never dial a connection" or "Dial whenever a network connection is not present." It's fine if the options are grayed-out, as shown above. Once this is done, click on "LAN Settings ... " in the bottom right. This will load a screen that looks like this:

On this screen, nothing should be checked. If "Use automatic configuration script" or "Use a proxy server" is checked, simply uncheck them.

Netscape Navigator (v4.5 +) (for Windows):
To check for proxy servers in Netscape Navigator, first open the program. Click on "Edit" at the top, as shown below, and then click on "Preferences."

This will load a window that looks like this:

Click on the right arrow next to the word "Advanced" to expand the menu, as shown. Then select "Proxies" to open a window that looks like this:

To disable any proxy settings you may have, click on the circle next to "Direct connection to the Internet."

Microsoft Internet Explorer and
Netscape Navigator for Macintosh
To check the browser settings in Internet Explorer on a Macintosh, open the program, then click on "Edit" and go to "Preferences." Look through the list of options on the left side until you see the "Network" heading; click on the right arrow. You should now see an option labeled "Proxies." Click on that and in the screen on the right make sure that you do not have a proxy enabled.