Has it always been like this, or did it just stop working? I assume from what you say it's a new problem on a machine that worked OK.
It sounds suspiciously like a "nasty" has got into your machine. What firewall and anti-virus do you have on it?
Does the system tell you anything? Control Panel - Administrative Tools - Event Viewer - Application, and System.
Open a "DOS Box" (Click Start - Run, then type CMD in the box and press enter);
when the C:> prompt appears, type
IPCONFIG /ALL
and report here on what you see.
If you have a router, you'll see something a bit like this:
Windows IP Configuration
Host Name . . . . . . . . . . . . : Keefsdesktop
Primary Dns Suffix . . . . . . . :
Node Type . . . . . . . . . . . . : Unknown
IP Routing Enabled. . . . . . . . : No
WINS Proxy Enabled. . . . . . . . : No
Ethernet adapter Local Area Connection:
Connection-specific DNS Suffix . :
Description . . . . . . . . . . . : Realtek RTL8139/810x Family Fast Ethernet NIC
Physical Address. . . . . . . . . : 00-0B-6A-92-30-A6
Dhcp Enabled. . . . . . . . . . . : Yes
IP Address. . . . . . . . . . . . : 192.168.8.110
Subnet Mask . . . . . . . . . . . : 255.255.255.0
Default Gateway . . . . . . . . . : 192.168.8.1
DNS Servers . . . . . . . . . . . : 192.168.8.1
If you have a USB or similar connection, some of that won't be there.
What you're interested in is whether or not there's an IP address, and what else is known.