Assuming that your ethernet port isn't blown I'd say check your IP address and make sure you are being assigned a correct address.
You also need to give more information. Are you using windows internet connection sharing or do you have a router? Have you tried connecting directly to the modem and see if that works? Is your computer's network card showing any link or activity lights flashing?
Also, is there any other strange behavior other than not being able to connect? Perhaps it's a virus or something.