Are you sure that your network adapter driver is installed and working -- look into the device manager to see if it is there. What information comes up if you type ipconfig into the command prompt box?
Are you making a wired or wireless connection? Do you control the router that runs the network?
To set your adapter, you need to open your network control panel, click on change adapter settings, hit the alt key, then select advanced from the file list above, choose advanced configuration. Then insure that the adapter is automatically getting an address if your router DHCP assigns one, or use a specific static address if your router is configured to require that.