I'm connected to the internet, but not connected.

I am currently connected to the internet. I can surf the web and watch videos. I recently tried to download AVG anti virus and it said I was not connected to the interent. I also cannot play any online games; it says I have no connection. I also tried to install updates to Itunes and microsoft office 2003, but it said I have no connection. I have other computers that are connect to this wireless router just fine, like xbox 360, ps3, and 2 laptops. This computer that is having the problem is home built and has only recently had this problem. Any help would be great. Thank you