Whenever Internet Explorer can't display a Web page, it shows instead a page that reads The page cannot be displayed. Either Internet Explorer can't reach the Web page you've requested, or it found the Web site but the browser's configuration is keeping it from showing the page. To find the culprit and fix the problem, you need to first rule out a number of possible causes, such as the connection, the Web page address, and proxy settings.
How to fix it
1. Connect to the Internet. If your computer dials an Internet connection when you start Internet Explorer or your e-mail program, go ahead and start Internet Explorer.
2. Click Start, click Run, and in the Run dialog box, type winipcfg in the Open box and click OK. 
3. In the IP Configuration dialog box, click More Info, make a note of the address (the four numbers separated by periods--such as 192.168.0.1) shown in the DNS Servers box, and click OK.
4. Click Start, point to Programs (in Windows Me, also point to Accessories), and click MS-DOS Prompt.
5. At the prompt, type ping followed by a space and then the exact address you recorded in step 3, and then press ENTER
   The Ping command tells you how many packets of information it sent to the address you specified and how many were received back. If you received four packets, your Internet connection is fine. If all four packets were lost, your Internet connection is not working. If you received only two or three of the four packets, your Internet connection is working, but not reliably.
6. Close the MS-DOS Prompt window. 
If your computer connects to the Internet through a network, you may need to enter proxy settings because your computer must communicate with the Internet through a proxy server. Proxy servers protect your computer from being exposed on the Internet.

1. Click Start, point to Settings, and click Control Panel. 
2. Double-click Internet if you use Internet Explorer 4 or Internet Options if you use Internet Explorer  5. In Windows Me, double-click Internet Options.
3. In the Internet Properties dialog box, click the Connection tab (Internet Explorer 4) or the Connections tab (Internet Explorer 5). If you use Internet Explorer 4, select the Access The Internet Using A Proxy Service check box, and in the Address and Port boxes, type the information given to you by your ISP or network administrator. Click OK.
If you use Internet Explorer 5 and a Dial-Up Networking connection to connect to an ISP, click the connection in the Dial-Up Settings list in the Internet Options dialog box, and click Settings. If you are connected to a network that provides Internet access, click LAN Settings.
In the Settings dialog box, select the Use A Proxy Server check box, and in the Address and Port boxes, enter the information given to you by your ISP or network administrator. Then click OK.