Can't get Podcast to play or song clips from certain websites.

I have an Inspiron E1505  with Windows Vista 32.  When I click to open a podcast in an email that I received, it opens a new window that says I am not connected to the Internet.  I can view other websites on that same window though, so I am connected to the internet.  Also, there are a few websites that have song clips you can listen to before you buy the cd and the same thing happens, Says I am not connected to the internet.  My brother has a similar laptop with XP and has no problem viewing the podcast or songs.  I tried all of the options at Microsoft Support and none of them worked.  Any help would be greatly appreciated.