Connecting to the Iternet by Ethernet

The IT at the office said that I should be able to connect directly to the Internet without connecting to the network by the Ethernet wire supplied. This does not happen. I have also been able to connect to networks in other areas but not able to connect to the Internet. There is no problem with connection in my home office network wired or wireless. I really need to know what I am doing wrong.

I am using a Dell Studio XPS 1640, Windows Vista Home Premium SP2 64-bit, AVG Anti-Virus Free and everything in Windows Security Alerts is turned off except Malware Protection.

Thanks for anything you can offer.