Several threads have talked about odd problems in Windows that were 
EVENTUALLY traced to a bad MTU setting.  This is a little known, but widely 
seen, Microsoft problem.  While Windows SHOULD detect MTU properly, it often 
does not.  This problem is inconsistent, and often hard to find.  Google 
"windows XP MTU 1492" for a good hint.  A good example is 
http://www.annoyances.org/exec/show/article04-107 which shows a fix 
requiring no additional software.  Here is the same fix, with pictures. 
http://www.winguides.com/registry/display.php/280/  One that also talks 
about VPN and Dr TCP. http://help.expedient.net/broadband/mtu.shtml

The reason for this post is a quick answer for easy reference and searching. 
I also recommend inclusion in the documentation.

                        Lee