Windows Live is usually installed without internet connection?

my brother set up my wireless connection for me and since then I have been unable to use msn or i-tunes or any peer to peer sites. I uninstalled Windows Live Messenger and email and when I go to reinstall it tells me not to have an Internet connection, I get the same message with iTunes as well. obviously i have an internet connection as I can use the network without problems. I tried to disable firewall, automatic detection settings proxy and all other windows help told me to do and nothing works. i have no idea what's going on with this, but is driving me crazy to. Can anyone please please help me please.

Change the modem.

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