programs do not show that i am connected

i just got a new computer and i just re hooked up my 56k internet connection and many of my programs do not show that i am connected to the internet even though i am able to surf the internet without much of a problem

i went to some other sites to see what i could do and they told me to go to internet options and tick autimatically detect settings and then i went and removed the files from the list that my firewall blocked and nothing helped

please tell me what to do to help i am starting to get withdrawls from not playing games