Problems with a shortcut to internet connection

Hello

Can anyone help, please.

 

I am havibg problems using the desktop shortcut to my broadband service, sometimes it works, at other times i wait about 20 seconds and i then get a message saying that windows can't find the address, in addition when this happens and I try to shut down my PC i get a window "End program Iexplore.EXE and I have to close it down ,

 

I hope this makes sense, but it does not do it all the time.

 

regards to all flash1701