This might be a proxy server issue.
You're probably using the default "Automatic" proxy setting.
In System Preferences > Network, go to the Location combo box and add a new location (called "Work" say).
Now go to Advanced settings, Proxy tab, and check that Auto Proxy Discovery is checked.
If all works, then brilliant! If not, you'll need to speak to your IT department for help in getting the right settings.
FWIW, I've got four separate locations set up for the various places I take my laptop, AND some of them have got different settings depending upon whether I access the network using a cable or airport.