Internet Problem

Hey Guys,
I have a major problem with my internet and I hope someone will be able to help me out. I have an ADSL Connection, 1.5 MB, and a USB Alacatel Modem (Speed Touch). I was using an ASUS A7n8x - Deluxe Motherboard and an Athlon 2600+ CPU and everything was working fine with my internet. Then I decided to buy a Shuttle: SB75G2 with an Intel P4 3.20 Ghz Processor. Now I can surf the net fine, download and chat on msn. But when I try to activate my copy of Windows it won't work. It says the program could not connect to the net. Now, I've made sure, that the windows XP firewall is disabled, and it is for my connection. Now, I thought that it might just be the activation program that could have a problem, but it's like that for when I try to update Windows through the website. It's also like that for Steam (Counter-strike).

Any ideas or hints that could solve this will greatly be appreciated.