Couple of things could cause you to experience a local only connection on vista :
1. First restart your wireless router
2. Sometimes vista cannot get an IP address from certain routers, Microsoft have released a fix for this:http://support.microsoft.com/kb/928233/en-us
3. If you Norton anti-virus installed, a corrupt installation can cause this issue, you may need to run the norton removal tool, and re-install.http://us.norton.com/support/kb/web_view...0080828154508EN
4. Depending on your setup, could try this to search for local proxies and rules. Press Start key (one with the windows logo) and the R key, type "services.msc" click OK
Look for service 'WinHTTP Web Proxy Auto-Discovery Service'
Double click, and click Start button on change its start-up type to automatic.