Then make sure that you haven't blocked all internet traffic. If you already allowed it to be added to the trusted zone then that would be the only other possibility unless your firewall program is corrupted.
You need to make sure that port 80 is open in your Firewall (its the HTTP port)
If you use secure conections like Credit Cards or any other things (you need 443 port open in your Firewall too then because thats the door from SSL or HTTPS)