The SBS client setup disk automatically configures the use of the Proxy Server when the user logs on. If you are not using Proxy Server, or if you use a router to directly connect the client to the internet, you will experience this problem when the client logs onto the domain.
If you don't logon to the domain, you may be able to get to internet resources if the default profile does not have the Proxy Client enabled.
The cure is faily painless:
1. Control Panel / WSP Client.
2. Clear the Enable WinSock Proxy Client check box and click OK (do NOT restart the computer).
3. Control Panel / Internet / Connection tab/ Proxy Server group.
4. Clear the Access the Internet Using a Proxy Server check box.
5. Click OK and restart the client.