you know i got problems like this at first... i just had to upgrade the firmware... if you have the 1 port dsl router then here's the link to the firmware upgrade
ftp://ftp.linksys.com/pub/befsr41/befsr136.zip
you might have to set all the settings again cause sometimes it resets your settings when you upgrade the firmware. for internet explorer, go into internet options and on the connections tab remove anything within the connections area. then click on the LAN settings button. unclick anything that is in there. now click ok to get out of all of that... you'll probably have to restart your computer to get it to work, it won't prompt you. just restart it anyways, then when you get back in, it should work alright. hope this works for ya. if not just post again and i'll try and think of something :-)