Thanks for your suggestion.
I have tried it with the firewall disabled.
Mandrake Linux seems to only allow incoming restriction settings only anyway (from the standard desktop interface).
To make sure it is not the installation itself I have also tried a Mandake version that is startable from CD. Same thing. Web browser doesn't open web pages entered as www.
, but does after a wget command with the same address.
Should I just use a different distribution?