|Rightclick My Network Places and choose Properties.|
Now you should get a list of available connections.
There should be listed a Lan Area Connection, if connected by wire, or Wireless Connection if connected wirelessly.
If this does not exist, rightclick My Computer on your Desktop and choose Manage.
Now click the Device Manager and look for unknown devices. If there is listed a unknown network card, you're missing the correct driver, as Razor2.3 stated.
Install the driver and it should (if connected by wire) work immediately.