There is an indication that the error report seen here can result from an incorrect setting for a Proxy Server. This normally occurs only for communication on a LAN (Local network); but for some kinds of internet connection interfaces a Proxy may be set.

In IE, click "Tools" and then "Internet Options." Click the "Connections" tab at the top. Click on the "LAN Settings" button at the bottom. In the settings screen that comes up, if there is no entry at the bottom, for "Proxy Server," then this doesn't apply. If you do have a Proxy Server checked on, look at the address entry and make sure there is NOT a "\," "/," or a blank space at the end of the address.

Details at Microsoft KB article 296275 are vague on whether this might relate to your web connection; but the remote possibility is there.

Another KB article, on which I have some notes but haven't been able to find again, indicated that the same sort of "extra \ or / or space, in script used on your ISP's server could cause the problem. Unfortunately, since there's not too much you can do about that, I didn't keep good enough notes. Apparently, when the extraneous character at the end of an address gets "read into" the script to make the actual connection, it can get translated into a \null or /null that looks like a non-existent folder identification to the server.

It's a long shot - but simple to check and eliminate.

John