It could be a firewall problem, temporarily disable the firewall and see if you still have the problems.

 

It could also be an ISP problem or some other issue withing the web.   Does this happen to ALL sites ALL the time or does it only happen occasionally with certain sites?  That may help determine where or what the problem is. 

 

In I.E. "Internet Options", make sure there is nothing in the  "Connections" section.

 

Also, make sure you only have one firewall running.  If you are using ZA then make sur the built in Windows XP firewall is disabled - two firewalls can cause problems.

 

Although this is not a "modem" issue, I'm not sure either where would be the most appropriate forum section to post.  It may be the Windows XP software section or maybe the Other Software.