Can you provide information about the virtualization platform you are using (VMware ESX, Virtual Server, Hyper-V, VMware Workstation, etc)?
Assuming this is Microsoft Virtual Server 2005 R2 Software, Edit the configuration for the virtual server. Click on Network adapters. Select an external adapter on the host server. It is likely that this is currently set to Not Connected or Internal Network.
If you are using VMware ESX then you need to install the VMware Tools package to get the drivers installed.