Hi Pete,
Try the following: ( This is for XP )
Quit all programs that are running.
Click Start, and then click Run.
Type regsvr32 urlmon.dll, and then click OK. (space after 32 )
When you receive the "DllRegisterServer in urlmon.dll succeeded" message, click OK.
Test the connection again.
If this does not resolve the problem, repeat steps 2, 3 & 4 for each of the following files (in step 3, replace Urlmon.dll with each of the file names below):
[You can copy and paste if you wish]
Shdocvw.dll
Actxprxy.dll
Oleaut32.dll
Mshtml.dll
Browseui.dll
Shell32.dll