First up, check that you're connected OK. If you're using wireless, does it say you're connected? Does anything else work, e.g. another browser, software update or Windows Messenger? You could try pinging google - open a DOS prompt (type CMD in the search bar on the start menu) and type PING GOOGLE.COM - if one of those works, it's not your Internet connection.
Next, disable your firewall and antivirus temporarily (a lot have a 10 minute disable option). If you can now connect, then it's blocking it for some reason. Try checking your rules.
If none of that works, then you probably have a dodgy setting somewhere, or something on your computer that's causing your Internet to stop working. Update your antivirus and run it, and run an anti spyware programme such as SuperAntiSpyware or Malwarebytes' Anti Malware.
N.B. If another browser works but IE doesn't, it's probably a dodgy setting - in that case, try resetting your browser settings in IE.