First, run netstat (preferably netstat -an or if you're connected through ethernet netstat -e) to see what connections you have open. If you see anything suspicious, that might be it.

Also, take a look at your running processes. Ctrl+Alt+Delete will open up the task manager. Click on processes, and start scrolling down. If you see anything weird, that also might be it. If you're pretty sure that it is, try closing it down (end-task.) That might fix it for you.

You can check on your services by either loading up Services or msconfig (both through start>run>(name of prog) msconfig will have a tab called services, where you can enable or disable them. It will also have a list of whether the processes are running or not.

....One other thing just occured to me. When you try to download, are you using any download accelerator program, like DAP, or kontiki (SP) If they've crashed, they may still try to take over the download, but be unable to because they don't work. If that's the case, just try re-installing one of them.

Aside from that....check for adware. Adware and malware can love to interfere with where you go online.

Let us know how it turns out!