If you copy and paste the link in the address box, does it connect?
This is a link to another thread in this forum, does it work? The actual thread is not important for your situation.
Try this
Link Removed due to 404 Error link. Just trying to see if this is a network problem and not a link problem.
There is a suggestion that you go to Default Programs and make IE your default browser. I would probably try opening the default programs dialog then select "Set program access and computer defaults." Use the down arrows on the right to open the options. If IE is already showing as default, maybe select something else then IE again later.
There was some mention about activeX, but I found this thread. It may be older, which may be a problem in Win 7. Of the dlls mentioned, I only show the urlmon.dll and oleaut32.dll in my registry.
Internet links not connecting/loading - Technology Questions