Off Domain no internet

When a PC is connected to the network and loged into the domain it can surf the web fine. But when not connected to the domain it can not reach any internet sites. (for example a users is home). If I remove the PC from the domain it works fine.

No IPSec policy’s in place.
Receives ip address, DNS Gateway info all fine.

I’m looking for policy or something right?

windows 2003 domain
windows xp Clients