I'm trying to change my internet connection from dial-up
to a LAN (router connected to DSL). However, when I try
to run the internet connection wizard, it says:

"Access Denied.
You are restricted from running the internet connection
wizard. Contact your Network Administrator for more info."

The machine once was part of a network, but no more. Also
in control panel/internet options/connection, the "setup"
button is greyed out, so I can only use dial-up connections.

Any ideas on how to switch to the LAN?

Thanks.