If you are on a LAN it could be a number of things
Firstly check to see if you are getting an IP at all via typing ipconfig /all in a DOS prompt
If you dont get anything or get a 169 address then its likely to be one of the following
1. You are not patched in in the comms room / have a faulty cable
2. the switchport has not been enabled
3. you are in the wrong VLAN
4. DHCP has not been enabled on the LAN
If DHCP hasnt been enabled you may find clients are statically configured. Check with someone who knows the infrastructure what the IP range is, (or even check another PC, you need to know what range to use, what the subnet mask should be, and what the default gateway is
To get to it go to Start - Network Connections - Local Area Connection - Internet Protocol TCP/IP -
Once you do get an IP from DHCP, or have statically configured address, check the default gateway and ping it, if it returns then you will probably have to enter some proxy settings in the browser.
This could present a problem if you control your proxy servers via Active Directory, as the client will have to log into the domain to access the internet. A lot of firms use this to authenticate a clients proxy settings by giving them access to specific groups. For instance Bluecoat proxies are usually set up like this
Good luck