To help you we need more information:
1. How do you connect to the internet, wired or wireless?
2. Which network hardware does your system use? You can see that if you launch
lspci | grep -i net
in the terminal (you should find that in your menu).
I am not that familiar with Ubuntu 11.04, but AFAIK the have moved the Systemsettings-menu, so that you have to click on the logout-button in your panel to get it. Somewhat silly, but true.