are you running any type of firewall software? If not try reseting all of your internet explorer settings. Go to internet options, delete your temp files, click on security, and reset to default level, then click on advanced, and reset defaults, and lastly click on connections, then lan settings, and uncheck anything in there that is checked. when your done, apply the changes and reboot.
If this doesnt work all I could suggest is a fresh install of windows. Than and getting rid of damnable ME and go to 2000 or XP.