I've had this problem before, and it's not because of IE. It also affects Google Chrome.
Open IE and go to Tools. Then press Internet Options and click on the Connections Tab. Press the LAN Settings button and under "Proxy Server" there should be a check box (checked, that's what's causing the problem) with "Use a proxy server for your LAN" next to it. Uncheck it. You're done. You're loving welcome.