Computer is connected to the internet, but no program can use it

My computer says it's connected to the internet, but whenever I try to use a program that needs it, it doesn't connect, usually after loading for a while. It was working just fine a few days ago, and I get intermittent 'net usage every so often, but rarely for more than a few moments.

Strangely, once I manage to connect, whatever program I'm using maintains a connection while others still have problems. What can I do to fix this?