do you have a firewall/router?
could be blocking the https port
however that wouldnt explain messenger coz it drops back to port 80 if it cant connect on its usual one...
could be a security settings issue in IE...
goto IE options and in security set internet to LOW SECURITY then try it n see if it still does the same thing.
what ISP are you using (what company do you get your internet from) and is it 56k or broadband?