Cannot access websites when in domain

Hi, all....

We are running Win Server 2003 with Active Directory with a domain. When users are signed on to PCs in the domain, they cannot access many websites (including yahoo.com). However, if they log on to machines that are not in the domain (ie. Workgroup), they have no problems with those sites. The DNS settings are set exactly the same on both machines. Changing to other DNS servers does not help. This leads me to believe that something in the Domain Security Policies is preventing access. Group Policies have all Internet Explorer options set to "Not Configured" (default). CAn anyone shed light on which setting could be causing this? Any help would be highly appreciated.

are you connecting direct to the net or through a secondary server as a proxy?

not that I know of... we get internet access through our data processing servicer. They provided the DNS IP address. Both machines are configured the same... no proxy, same LAN, same gateway, same primary and alternate DNS. Only difference is one is joined to the active directory domain and the other is not. Have no problems with accessing any sites on the one that is not on the domain.