Make sure Windows is trying to use the correct Internet connection. Sometimes extra stuff gets in your list of available connections and Windows wants to use the wrong one.
Also, lots of motherboards have two NICs built in these days. If you only use one of them you'll probably want to disable the other one in the BIOS, else Windows will always remind you that there is nothing plugged into it. If you've already done that, make sure you have the cable plugged in to the right one. (Done that once myself...)