Same problem
Just noticed Explorer can't connect to Internet. I last used my XP VM a week ago and it worked fine, but now says it's not connected. I haven't installed any programs - I haven't even used it. My Kaspersky security has been inactive since I didn't renew a month or two ago, so I hope that I didn't attract a bug.
Tried messing around with all options (Airport/wireless adapter, ethernet, default, shared, etc.) - none seemed to work. Of course tried rebooting VM and Leopard, and also resetting Explorer to default settings.