Look through this forum. Lack of connection to the Internet is the oldest of many problems reported by those who insist on installing the Live CD rather than installing a real intended-for-hard-disk distro. It was reported back in 2002 and many many times since then. It is one of the main reasons many of us strongly advise not to install the Live CD.

You might as well be posting "Every time I hit my hand with a hammer, it hurts. Why is that??"