The Internet Connection Settings dialog contains a number of settings and selections that will help you manage your connection to the server. The exact setting which apply to your situation depends on the type of connection you have to the Internet:

The dialog has three sections: Dialup Modem connections, Local Area Network (LAN) connections and Advanced Connection Settings for LAN and ADSL connections.
If your connection to your Internet Service Provider (ISP) is via the telephone line with a standard modem, click on Connect to the Internet using a Modem, and select a Connection from the drop down list.
The Drop Down list is populated by current Dial-up Connections that you had established using Windows®New Connection Wizard.
If you do not have a current dial-up connection, or if you want to use a new Internet Service Provider (ISP), click the Settings button to open Windows'®New Connection Wizard.
Enter the ISP's connection details and create a new Dial-up Connection.
After this new connection has been established, it will appear in the drop down list from where you can select it as your preferred ISP.
If you are connected to a Local Area Network, select Connect to Internet using a Local Area Network.
In this case the connection and settings established by the network administrator will be used to establish the connection and there is no user interaction required.
Click on the Advanced Connection Settings to make changes if you are on a LAN with proxy servers and fire-walls or want to use an ADSL service.

A proxy server is a server that acts as an intermediary between a workstation user and the Internet. A proxy server is associated with, or part of, a gateway server that separates the enterprise network from the outside network, and a fire-wall server that protects the enterprise network from outside intrusion.
If you are accessing the Internet using a Proxy Server, check the first box and enter the details in the required fields.
Enter the address of the Proxy Server on the Local Area Network (LAN).
Enter the number of the standard port that the Proxy Server operates through, this will depend on whether it is FTP or HTTP.
If the Proxy Server supports both FTP or HTTP at the same time, open the Advanced settings dialog to enter each of the protocol's details.
Asymmetric Digital Subscriber Line (ADSL) allows users to greatly improve the data transmission rate over normal telephone lines. In addition to vastly increased download times, another advantage of ADSL is that it allows continuous internet connection while allowing you to use a telephone at the same time. An ADSL connection requires a special modem.
If you are connecting with an ADSL modem and have an ADSL connection, select Passive Mode FTP to allow the ADSN to access your machine via the FTP protocol rather than the HTTP protocol. This also allows access through a fire-wall.
Many ISPs no longer allow clients to ping remote servers.
Don't Ping Download Servers is checked by default and in normal circumstances will never be set to ping. If your ISP suggested that you set Stock Investor to ping the server, un-check the box and run the Update Manager.
Once you have completed your Internet Settings, click OK to continue and move through the Wizard.
V Go Back
Return to the Internet Connection Settings page of the Start Up Wizard.