would you please care to tell about your Internet connection? Why type of Internet connection are you using? ADSL, Cable or through mobile/3G/EVDO modem?
if ADSL, then are you using Bridged mode or PPPoE mode?
Bridged mode = you switch on your modem, click on your connection's name and then click Connect. Follow this: *help.ubuntu.com/community/ADSLPPPoE
PPPoE mode = you switch on your modem and internet automatically works in your modem. This should work fine but I guess you aren't using this way.