Do u have any firewall installed? Sometimes engine may be working in backgroung blocking programs. A quick way is to take a look at the connection icon. Double click on it see any packets are transferred.
If there is no transfer of packets then most probably some program may be blocking it silently. Disabling or uninstalling program may help. If u have firewall check whether port 80 is blocked. If yes then open port 80(TCP port). Also allow programs to access net.If u don't have any firewall try this. Go to comand prompt or dos prompt type ping <url> ie, for example
www.thinkdigit.com and see any packets r received. If yes, your net connection is working and it may be problem relating to your IE or Opera .Try re installing it.