407 Proxy Authentication Required

Trying to use PPM (perl module manager) to download modules. I have my
old XP box next to my new vista box. Both DOS environments look
identical (run set). When I issue a command the vista box gives me the
following error:

407 Proxy Authentication Required

The XP box works as expected. I must have something set wrong in VISTA
but what? Also, I can't get to YAHOO using yahoo widgets (I think the
problems are related). Any widget that goes to the WEB is fine (uses
IE settings). Any widget that wants to log onto Yahoo tells me:

No network connection available

Again works great on the XP box (same network ... different box).

Thanks
Bill