A yellow triangle over a device means that something is wrong with the device. You can usually run the troubleshooter utility to find out what the issue is, you can do this by right clicking and select Troubleshoot.
The most common cause would be a missing or incompatible driver.
If this is your Ethernet connection then you might have an incorrect ip configuration, could you open command prompt and run the command "ipconfig /all" and post the results?