Very weird internet problem

try this, it sounds like the game set aproxy & it hasn't turned off

In IE: Tools Menu -> Internet Options -> Connections Tab ->Lan Settings > uncheck "use a proxy server" or reconfigure the Proxy server again in case you have set it previously.

In Firefox in Tools Menu -> Options... -> Advanced Tab -> Network Tab -> "Settings" under Connection and uncheck the proxyserver, set it to No Proxy.