Please search the discussions for "N800 network connection problem" to see my reply to a related post.
Once in a while I get into the problem you're describing, but most of the time I get useful browsing done. However, I've come to expect the dreaded "Network connection problem" after a while. It appears to be triggered by a period of inactivity (the code that blanks the screen perhaps?).
Try my workaround: select "Change connection", and then just select the connection you already are on. The software will disconenct and then reconnect to the same wireless network, and then you should be able to browse properly. Have you tried the pre-define websites right after connecting, just to see whether you're having the same network problem?
If this persists, try rebooting (i.e. shut your N800 down, then turn it on again) and reconnect.
Good luck, until someone finds the proper cause and fixes it!