One workaround is to connect to the Internet BEFORE launching LiveUpdate or similar (Start - Connect to your connection).

Or, in Internet Explorer, go to Tools - Internet Options - Connections, and make sure that "Always dial my default connection" is checked.  

I do log on to the internet before trying to connect through software programs.  Live update works.  It's any other links in software programs that won't work.  Example is Worsk task launcher.  I open the program and under help is Microsoft on the web.  I click on it and I get an hour glass that is gone as quick as it shows up and then never links to the internet.  In Norton Internet security, I tried clicking on online virus encyclopedia and same thing.  I tried at one point (can't remember details) where it said for more information click here.  I did and it acted like it was just text and my curser came up.  I appreciate your input.  Any more suggestions?

Thanks for responding.  That didn't change things.  I still can't link to any sites from software programs including Norton and Works.

Thanks.

Check your firewall. Disable your firewall to see if you can connect to Norton.

But always re-enable your firewall when done. Windows XP has a built in firewall, in case you don't have a 3rd party firewall.