The DHCP error is prob a red herring, esp if you can get onto MSN, etc. I would think it's either a proxy, DNS or firewall issue.
What is the exact error from
www.bbc.co.uk or from Outlook Exp?
Try starting a DOS (command) prompt ('Start', 'Run', "cmd") and then typing -
nslookup www.bbc.co.uk
telnet www.bbc.co.uk 80
Let us know what these commands return.
Also, to test the firewall, better to uninstall ZA than turn off and check that Windows firewall is not enabled.