Assuming you are on XP, go to Start -> Run and type in cmd and hit [OK]. At the command prompt enter ipconfig and hit [Enter]. Note the gateway IP, then at the prompt type ping xxx.xxx.xxx.xxx -t (enter your gateway instead of the x's). Then let that run for a few minutes, and pay attention to anything that times out. After a few minutes hit [Ctrl]+[C] to stop it.
If you see timeouts there, the problem is with your internet connection. If you see no timeouts then type ping google.com -t and let that run for a few minutes. After a few minutes hit [Ctrl]+[C] to stop it again.
If you see timeouts there you can run tracert google.com from the command prompt to see where the problem lies, if it is an internet connection issue. If you see no timeouts on either test then the problem is most likely local to your PC and I would start it in safemode with network support to see of that resolves the issue. If it does, then you need to track down which software on your PC is causing it.