I've turned on Internet Connection Sharing and I believe this is the reason I can't connect to the Internet. I have a D-Link 4 port Cable/DSL Router. A second computer on the router connects to the Internet just fine. The computer with the Internet Connection Sharing does not work on the Internet.

You don't need to enable Windows XP's Internet Connection Sharing, as you already have a router in place. To rectify the problem, simply re-run the Network Setup Wizard (netsetup.exe) and choose the correct option this time.

Choose one of these two options:

This computer connects to the Internet through another computer on my network or through a residential gateway

or

This computer connects to the Internet directly or through a network hub. Other computers on my network also connect to the Internet directly or through a hub