Internet Explorer won't connect in Parallels

[windyman]

I am having problems connecting to the internet using Internet Explorer in Parallels. I can connect to the internet with no problem using Fire Fox in Parallels but I get a message that IE cannot connect to the internet when I try using IE. I specifically need IE as the website that I am working with says only IE can be used and not Firefox, Safari, etc. That is the only reason I am using Parallels instead of Mac side. Site specifically states it needs IE 6 or higher so I can't use the Mac side. Any ideas why Firefox will connect and not Internet Explorer?

[Giaguara]

Are there any proxies set up on IE? Or in Firefox but not in IE?

[Examigan]

I have the same issue, all the settings are at the default, no proxy setup here