Yep....agree with mechbas here!
If your connection has been established, but you cant recieve any web pages through your browser, then something within your own operating system is denying this.
If you are running windows firewall or another third party firewall, try disabling it, and see if you can access web sites then. If successful, you have found your problem. Dont forget that some antivirus software have their own firewall installed also (ie AVG pro) so you will need to check this out, depending on which program you are running.
You could also try rebooting your modem to see if this helps! (switch at the back)
It is then extremely important (from a security point of view) that you also re-enable your firewall after all this, and configure your access permissions within the software to allow future browsing!
Let us know if this helps!
Good Luck