Terminal Server / Internet Connection

I’ve recently installed a Windows 2000 Terminal Server to replace our old NT box. Everything works as it should apart from the internet…

DNS is resolving the URL to the IP. The status bar shows that it is connecting to site 207.68.172.244 (for example – www.msn.com), scroll bar moves along slowly, then after a while it returns ‘The page cannot be displayed’ server or DNS error.

Have I missed something glaringly obvious??

Any help much appreciated.

Cheers