JSI Tip 9978. How do I troubleshoot the 'A network cable is unplugged' message in Windows XP?

Microsoft Knowledge Base Article 910389 contains the following introduction:

This article describes how to troubleshoot the following message in Microsoft Windows XP:

A network cable is unplugged

You may receive this message when you use a network cable to connect to a local area network (LAN) or to the Internet.