Check out the firewall related issues as in the previous suggestion.
There is a trivial solution which may sometime work out if no issue is there with the firewall. Type
in your Intern*t Explor*r address bar. Note the trailing /
Also, if you have configured the proxy settings in the Intern*t Explor*r make sure that you choose the option "Bypass proxy for local addresses" and also put the your web server IP in the "Exclude from proxy" list.