Stupid Explorer connection problem

Everytime I open a new browser and try to surf anywhere, I get this error, I have to press TRY AGAIN and it works perfectly.

Does anyone know whats causing it?

This first started with MSN and their so-called upgrading their software, the MSN ver I had 3.5 didnt have this problem, but after the update it started to do this. I used to have IE 5.0 then.

So I got IE 6.0 and it fixed the problem, but now it has started again. I dont know what to do, cause even after uninstalling MSN, the problem still exists.

I use DSL and my connection is shared with another computer thru LAN, mine being the primary, the Second computer NEVER has this problem.

I'm not using any Proxy setting on the IE connection setting nor does clicking off auto-detect help.

I'm using Win98SE wth now IE 6.0, can anyone tell me what to do? Stupid MSN Messanger with their upgrades caused this problem, cause I did a backup and restore to determine the cause and it was MSN Messanger.

Also I cant even get rid of IE 6.0, an uninstall doesnt do crap.

I have Netscape 6.2 also installed and it NEVER has that problem.

Any suggesttion?

Here's a pic