VBA and Excel web query not accessing the Web

[CDA]

I have a web query in VBA that is not working although it works in other
computers. The reason is that it does not access the Internet. The same
happens if I don't use VBA. After the usual Data/Import External Data/New
Web Query the window starts in
www.google.com and displays

"Action Canceled. Internet Explorer was unable to link to the Web page
you requested. The page might be temporarily unavailable."

If I enter

http://moneycentral.msn.com/detail/stock_quote?Symbol=aig
or
http://moneycentral.msn.com/investor/external/excel/quotes.asp?SYMBOL=IBM

I receive a nasty

"The page cannot be displayed. The page you are looking for is currently
unavailable. The Web site might be experiencing technical difficulties, or
you may need to adjust your browser settinngs."

However, the same query works in IE. Needless to say, I tried with other
sites, and the result is the same.

I'm using Windows XP, Excel 2003. My computer is part of a LAN, inside a SBC
Yahoo firewall. I also disabled both the Windows and the SBC Yahoo firewalls
and the results are the same: cannot connect.

Any suggestion? Do I have to change any settings? Any Office Control to
download or Office Web Components missing? How to add them?

I looked for the requirements/options/settings to make Web Query run in
Excel 2003 but couldn't find them on the Microsoft website (or anywhere
else).

Thanks guys,

CW