Are you using DSL that uses PPPoE, or are you sharing this connection? This could be caused by having your TCP/IP settings w/ too large an MTU. By default, your MTU (Maximum Transfer Unit) is set to 1500 (windows or *nix/BSD). Try lowering it a bit, to 1450 or so. Keep trying smaller and smaller numbers until it works.
To change in *nix/BSD:
"ifconfig eth0 (or whatever your nic is called) mtu 1450"
In windows:
you have to d/l some program, I can't remember the name. a google search should help you out.