From a command prompt (Start/Run/cmd) type
telnet
www.apache.org 80
and hit return. Does the screen go blank with a flashing cursor, or does it just hang for a bit then tell you it cannot connect?
If it goes blank, put caps lock on (unless you've changed a telnet setting the text you type next won't appear on screen) then type the following (there's a space either side of the first backslash and no others):
GET / HTTP/1.0
and hit return twice. Do you get a load of markup text returned?