I'd make sure that the firewall is set to allow this software to allow for this internet connection. Adding this to vodafone software to the exception list for allowed communication software. Also you will want to make sure that your settings are correct if the firewall exception does not correct this.
If you go to Start -> Run, enter CMD and when the DOS shell appears type IPCONFIG/ALL and write down your IP, subnet, gateway, and dns info that is shown and post it back here for us to confirm correct settings.