Internet help?

My laptop has trouble with the internet. When I first start the computer, the internet works great. I use internet explorer. I would like to use yahoo browser but somehow, I can’t download it. I have a CD but it’s corrupted. I tried downloading it from the Yahoo Software website, but it didn’t work. Anyways, if I hibernate my computer, and I use it again, the internet explorer won’t work.
It says:
The address is not valid. For every website, it says that. This problem occurs over and over. Please help me!!!
I tried to use the Windows connection diagnostic but it says
There might be a problem with one or more network adapters on this computer.
Then there’s three options:
briefly: turn on wireless capability – I use a DSL Modem – AT&T
automatically get new IP settings for the network adapter "Local Area Connection" – tried this numerous times doesn’t work
and: a problem with your network router or broadband modem might be preventing an internet connection
Please help!!!
My computer is 3 weeks old. How do I reinstall the adapters? I don’t even know what a network adapter is. Before I used to use the battery but now I charge it whenever I use it. One more thing, recently, like this week, I’m in the middle of browsing the internet, and it tells me my internet proxy server can’t be found or something similar. I’m so confused.

I have a little question about malware, registry, and internet. By the way I’m using Vista, but if u give suggestion for xp too, it would be great. ^^

1. How can I lock my registry so that programs (especially malwares) cannot write a value there without my permission?

2. If I backed up my clean registry, and restore it when my computer infected by a malware, can it render the malware unfunctionable?

3. Which key inside the registry that mostly infected by malware?

4. How can a malware starts up automaticly other than write a value to "HKLM/…/Windows/CurrentVersion/Run"?

5. If I use the limited account, does it prevent the malware to write the value into the registry? How?

6. Can I infected by malware by just browsing the internet? How can I prevent it?

7. I’ve heard that a malware is infecting through media player classic and video codec. is it true? How can i prevent it?

Thank you so much. I’m sorry for my messy english. LOL.
For DAVID:

5. Why a malware able to infect my computer then? I haven’t recieved any notification about my registry. Is it possible that a virus doesn’t write or modify a value on a registry?

6. If I am not download anything, how the malware infect me? (this is the part i have been very curious since a long long time ago. LOL)

7. Is antivirus that reliable? Why mine never works? It’s always bypassed.

btw i used AVG Free and MCAFEE Comercial. Is kaspersky FREE good? What’s the diffrence between the comercial one?

Once again, thank you so much. ^^