If you shut down the program, by right-clicking on the system tray Icon, and
choosing shut down, can you then connect?
If this enables your connection, then I would recommend uninstalling
Microsoft Antispyware.
For the testing team, it might be useful to know more about SAP in your
situation--I don't know what there is to know--versions?
Do you have any other network connectivity problem?
(if so, see this kb article)
http://support.microsoft.com/kb/892350
Did you scan for and remove spyware?
You might look at the cleaner.log file in the folder Microsoft Antispyware
is installed in for information about what was removed.