This problem, with a friend's machine, was driving me crazy...
I then learned that the same problem was occuring on many many 1,000s of other computers !
Found the answer.
Strange problem with my internet connection in Vista - Solved! *** BE WARNED ***
The Fix requires editing values in your Registry...
If you are not experienced in working within the Registry, you should either get help locally or at least return here and post with your questions.
Making changes in your Registry can be
dangerous and if you make any errors you may corrupt your operating System so that it will not run.
The information available via the above link is very clearly presented...
You will find a Step-By-Step guide with example screens.
Be sure to do a Restart immediately after closing the Registry Editor and, when all has completed loading, follow that with a 'normal' Shutdown.
This appears to be a Vista issue related to some router modems.
Hope this helps.