WIN XP blocking access to internet

I have a Dell Dimension with 256MB and XP with SP2. I checked and the security settings have MS Firewall on. My problem is that some programs are denied access to the internet via the LAN. I have a cable modem and a Linksys router. I have reinstalled newer versions of programs, i.e Mozilla, that worked and now come up with the message that the specific url cannot be found. There are other programs, ZINIO, that worked previously and now don't. There are some programs such as a gavorites checker that cannot get to the internet.

MS IE6 always works, along with Outlook and Quicken, which I recently installed an updated release.

I would be glad to specify additional info giving specifics if I knew whar was relevant, There is so much info available. TIA