With SP2 installed, if you are getting that message about having "Limited or No Connectivity", try the following
Start > Run >
cmd > OK
Type in
netsh winsock reset catalog and press Enter.
You should get the message that the winsock catalog has been successfully reset and you need to reboot.
Close the Command Prompt window and restart the computer via the Start Menu
9 times out of 10,
Viola!