Java around the world

I have no router or anything like that, but all of a suddenly now some of my programs won't connect to the internet. Such as games connecting to servers, and Messenger signing in (but explorer is still fine). Does Vista have a firewall or something that may have turned on? I tried to give these programs "run as administrator" status, but still no deal. How annoying to be controlled by a computer! Any help would be appreciated, thanks.