I think you started fighting an issue with the Oracle client setup, but then switched to having a problem with Windows and IE. The Internet connection wizard in Windows has nothing to do with your Oracle configuration. Things will be easier for you if you have a working network connection before attempting to run network related tools like IE.
Personally, I've had much easier time configuring Oracle products on Linux than on Windows, so if you have an Intel system (which you do), I'd install Linux and try that. Sounds drastic, but if you're playing around and trying to learn Forms, then maybe you should consider learning Linux too! :)
This was first published in August 2004