If optical's suggestion doesn't work, check your proxy settings. If you've never changed them they should look like the following:
IE: Tools > Internet Options > Connections Tab > LAN Settings button
Make sure the Automatically detect settings box is checked, and noting else.
Chrome (runs off the same settings as IE): Settings > Show advanced Settings (At bottom of page) > Change proxy settings...
Make sure the Automatically detect settings box is checked, and noting else.
Firefox: Tools > Options > Advanced > Network tab > Settings button under Connection
Have Auto-detect proxy settings selected.
Let me know if it helps, or if you use a MAC.. Cause that'll be different..
EDIT: There are a handful of programs that'll change you proxy settings, if you don't know of any you have willingly downloaded I would suggest running a virus scan, malware detector and what not.