The yellow cautionary sign could indicate IP address conflict, thus showing partial-connectivity. If other nodes can still connect to the router, this could indicate an IP problem. Is your internal IP address static? If so, you better set it to dynamic (maybe even for all the other computers) in order to prevent conflict. The method of going about this is different on the various Windows platforms...
Also, a quick try: If on Win XP, right click the cautionary sign and click 'repair', or if on Win7, disable & re-enable your LAN adapter.