Fair enough!
I've just had another look and it seems Norton was blocking it somehow.
SD was right, if I disable Norton in the administrator mode, it allows a browser window to be opened in the guest account, which then connects to the internet.
The only thing is that it will not allow the 'block internet' function on Norton Firewall to be used by the guest account. However this is a minor problem.
The connection is direct to a D-link DSL200 modem. I changed the settings to 'allow internet connection for all users' from the administror side and that seems to have solved it.
Thanks for the help!