Wireless Internet connection: work for one browser, not for others

I had a problem in my computer. I had a wireless connection, but the problem
is whenever I use internet explorer as my browser, it says that I do not have
internet connection.
It seems like my internet explorer doesn't detect any internet connection.
But using MSN messenger was working fine with this wireless connection.

I also tried using other internet browser such as avant, MSN Explorer and
Opera, and they are working fine. I don't understand what's wrong with my
internet explorer!