There is a problem with Vista where a network adapter can connect with "Local" access only instead of "Local and Internet". The problem is extremely widespread, but I've yet to find a definite solution. The problem is with Vista, not your network plugs!
Things to try:
1) If you have more than one network adapter, e.g. a "Local Area Connection" and a "Wireless Network Connection", disable whichever is not being used (right click and select Disable), thereby forcing Vista to use the 'active' adapter for Internet access.
2) In the network connections Properties, disable TCP/IP version 6 (the next generation of IP addressing which is not yet in use).
3) Disable TCP Auto-Tuning:
Open a Command Prompt window with administrator privileges, type in...
netsh interface tcp set global autotuning=disabled
...and press Enter.
[Note: to re-enable TCP Auto-Tuning type in...
netsh interface tcp set global autotuning=normal
...and press Enter.]
See if that improves things.