Why is my HP laptop telling me I am not connected to the internet?

I am moderately computer savvy, but in no way am I a techie, so PLEASE remember that when you’re giving advice.

I can access internet pages, but, for instance, I went to download a newer version of RealPlayer, and it says this function cannot be performed because “This computer must be connected to the internet to install RealPlayer. Please check your internet connection and click Retry….”

A few days ago, I couldn’t even log into my MSN homepage because my computer said it could not connect to the internet. Now, I can access those pages, but something is still wrong. Norton Antivirus says everything is fine; clearly, it isn’t.

PLEASE HELP!