Files Won't Open the Application

I'm using Win XP Professional and have a problem that has plagued my laptop
for about a year.

When I'm connect to the Internet via a wireless connection I can't open a
file by clicking on it (in Windowed Explorer). When I click on the file, I
get the "hour glass" icon indefinitely. It is as though the system is
searching for the file's application on the network.

If / when I close the wireless connect, I can click on the file and the
application (Excel, Word, PowerPoint, etc) opens normally. All works normally
when connected to the Internet via my ethernet connection.

If I open the application then File->Open etc. everything works normally.

I'd really appreciate any suggestion or help.

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FWS