This feature requires that you have connected to the internet previously or are currently online

I have seen this issue appear for a couple different reasons.

1. If the "Work Offline" is checked on the Microsoft Internet Explorer >  File Menu
2. Also, there might be a problem with the "Windows Scripting Host"
If this is the case, you can download the Windows Scripting Host 5.6 from  the http://msdn.microsoft.com/scripting.

3. Another possiblity could be the Firewall software, and it's Script  Blocking Feature.

Source: http://www.developmentnow.com/g/58_2004_1_0_0_292835/My-IDE-is-funky-.htm

See http://www.dotnet247.com/247reference/msgs/37/185623.aspx

if under IE Properties, Advanced Tab, you have the "Do not save encripted pages to disk" box checked, the VS.NET IDE Start Page Resources tab will incorrectly give the message: "This feature requires that you have connected to the internet previously or are currently online".

I have done everything mentioned, including removing the McAfee software.  Still get the same message.