Can you get to www.microsoft.com?

You can find out where the trouble could be:
Open a command window and enter:
TRACERT msdn.microsoft.com

You should get a trace of all the hops to get to the site. At somepoint, it will fail, then you'll know if it's you or somewhere down the line.

>Thanks Craig! It looks like it's my problem then but so far I've checked cleaning the browser's cache and still nothing.