Could be lots of things, but
1) Try adjusting your cache settings in 'Tools... Internet Options' to a higher value (depending on disc space available) Also make sure IE always checks for updated pages as you surf, automatically.
2) Are you sure you are connected to the Internet?
3) What are your security/privacy setting set to? High can block quite a few sites.
5) Do you run a firewall and are you aware of the settings?