Why does it show that Im connected and online but I can browse the web or open any programs that need internet?

I got a usb wireless adapter to get my neighbor's internet connection. It says I'm connected but when I open my web browser it says that it can not display web page. And it's not just the browser because I cant open any programs that require an internet connection either (MSN messenger, online games etc.) Their connection is unsecured as well so I shouldn't be having any trouble. What's wrong?