I'm presuming that you have the box connected via a ethernet cable, and not a USB wifi dongle or something else?
Is the box being assigned an IP address? Menu-->System-->Internet Settings-->Configure LAN
If DHCP is selected then if sound have filled in an IP address for you in the bottom box, along with a gateway and subnet.
If your on static IP then either change to DHCP or put in the setting you want (if you have not done so already)
If you have a valid IP address then try pinging it from a computer on your network. In windows goto Start-->Run type in cmd and then type ping xxx.xxx.xxx.xxx (your boxes IP address) this will make sure the box is talking to your network correctly.
If thats working then you likely have an issue with the firewall on your router, but they are usualy set up to allow all outgoing connections and block incomming ones unless opened up (ie your computer/box and establish connections to the internet, but others can establish a connection to your compter)