When connected to internet via D link 524 router, laptop won't allow opening some web pages

For example I cannot use webmail properly, cannot download or upload attachments, even cannot reply or forward on yahoo, while I have no problem browsing other webpages. There is the same problem with another webmail service I am using, and with one website where the content is not shown entirely. It just reports error as if the internet connection is lost. If laptop is connected directly via cable to the ADSL modem, everything works without problem. I suspect there is a security setting on the router that prevents some actions, but don't know how to change. Please advise. Thanx