Did you try power cycling your router first?
First of all, thank you for your reply. I wasn't expecting a reply that fast
Yes I've done that. I also discovered that even if I plug the Ethernet cable into my modem, and the same thing happens. As a result, I believe its Vista's setting that's preventing the connection.
So far, I've disabled the DHCP Broadcast Flag, which may interfere with the connection. However, its still not working.
Any more recommendation is gratefully accepted.