What can't they do? Can they resolve host names? If you put a hosts IP address of an external web server in the URL can get bring up a the page?
Does the output from "ipconfig /all" look right?
Does IE Network configuration look O.K?
Better yet, are they supposed to be able to access the Internet?
Is there a firewall?
What group(s) is Harry in?
What GPO's are applied to those groups?