We need the information timby brought up before you can really be helped, in the mean time you can try some of the following:
You need to make sure you have your network drivers installed.
Right-click My Computer.
Click the 'Hardware' tab.
Click 'Device Manager'.
Now see if there are any yellow question marks. If there is, you need to see what they are and install the proper drivers / controllers for them.
If you don't have any "?'s", go ahead and open your Control Panel, then open your 'Network Connections' (You can also click the 2 small computers in the bottom right-hand corner of the screen) and make sure that your 'Local Area Connection' doesn't have a red X or say disabled. (It would be greyed out or something - if it is, right-click it and select enable)