Hello and welcome to Tom's Hardware Forums.
Has it ever connected or is this a fresh installation? Are you wired or wireless?
Open Internet Explorer and go to the Tools menu then Internet Options and click the Connection tab and then the LAN button. Maker sure there's a tick in "Automatically detect settings" and remove any ticks from the Proxy boxes below that one.
Restart IE and see if that gets you online - if not, please post back.