'Connect to' item disappeared from Start Menu and Internet doesn't connect

I tried to connect to the Internet today like I always do:

- Open Internet Explorer
- Go to Google

But today, it didn't work. The status bar never made it to the end.

So, I tried to do a Check Mail in Outlook Express. That didn't work
either.

I restarted the computer, but that didn't help. In fact, now the
Connect To item is missing from the Start Menu.

I didn't install any apps in the last few days, and my Anti Virus
stuff is up to date and I have firewall software.

1/ Is there any other way to see the Connect To screen?
2/ Any ideas why this happend?