Hi Eelie. It sounds as though your internet connection is not set to work for all users. If you are on dial up go through the properties of the connection, this should be availiable somewhere on the box that appears just before you click connect, depending on how and who you connect with, and make sure its set to 'use this connection for all users'. I dont have broadband yet so dont know if its the same for that. I also dont use the individual accounts anymore as I had problems with running certain things in each account.
I hope this is clear enough for you and that it rectifies it for you.
Sorry if it sounds waffley.