If I understood this correctly, you can go out on the internet but not access shared directories/printers on your local network.
If that is the case, then find your Connection Properties dialog (the clicktrail is something like Start -> Network Connections -> Local Area Network, or whatever the concerned connection is called, then right-click, then go Properties). Once you've got that dialog open you should see at the top a list the last item of which is "TCP/IP Something". On that list, one of the first items says something to the effect of "Windows Network Client" or so. Make sure that is enabled.
Sorry to be so vague, but (luckily) I do not have a Windows computer handy at the moment
