Please check whether you have SP2 in your Machine or not by right clicking "My Computer"---------------> Properties.
If you donot see SP2 in System Properties then you should download it and install it in your System. For further info about how to install SP2 visit this link:
www.support.microsoft.com/gp/windowsxpsp2
Your Firewall might be blocking your Systems internet connection. After installing SP2 ,just check whether it works or not, if it doesnot work then contact your internet service provider.