IE5 Not displaying Web Pages

HI, hope somebody can help me cos I am going insane with this one.
I have a Toshiba 4280 Laptop running NT4and connecting to the internet via its internal modem. The modem will connect to any ISP & can ping the default gateway, but will not displayany pages. It is fine connecting thru a proxy server, will display all pages but when using the modem gives “page cannot bedisplayed message”
Toshiba dont know
Toshiba 3rd party support dont know
ISP’s dont know

Help!

Col.