Connected to MSN but cannot connect to Google

Hello,
I have a gateway computer and a cox modem. when I plug the ethernet cable into the hack of the computer it says I am connect to the Internet. But when I click in Internet Explorer it takes me straight to MSN. I click on the URL to go to google but when I press enter I get a small pop up that says: Security Alert. you are about to view pages over a secure connection Any information you exchange with this site cannot be viewed by anyone else on the Web.
And then I press OK. Then it says the page cannot be displayed and that the page you are looking for is currently unavailable.