I tried to switch to allow all, disable the firewall but only the complet uninstall could solve this problem.
The firewall let me connect to my router (through the browser) but didn’t let the browser out to the Internet. I checked FTP but that was working fine (while the firewall was on), so, only the browsing problem caused me to uninstall the firewall.
Yet, i don’t know how to reproduce this problem but someone else had this problem at the vista topic. I’m awaiting for others to ensure this report.