We are familiar with the network icon in XP that sits in our taskbar and shows the network activity.
In Vista, it gets even better :)
If you are connected directly to the Internet, your network icon will look like,
And if you open Network and Sharing Center, you can see how you are connected to the Internet,
If you are not connected directly, may be via proxy, your network icon will look like,
And in your Network and Sharing Center,
You can see the difference between being connected directly and via a proxy very clearly :)
What if there is some problem with your network and you get Limited Connection ?
No worries, here is the network icon,
And if you want to turn on network activity in the network icon, to see when a small animation whenever data is sent or received, just right click on the network icon and choose to turn on the network activity