Insanity, they say, is doing the same thing more than once and expecting different results. What is it, then, if you do the same thing more than once, expecting the same result, but you get different results? That's Windows.
I could open this post with a joke along the lines of "Your mouse has moved, please restart Windows to make this change take effect", but I'll just start with a fact. If you change your IP address, sometimes has Windows ask you to reboot. I was debugging a new router configuration, and had two laptops behind the router to test with; one running Ubuntu Linux 10.10, and the other running Windows XP SP[2/3].
The first IP address change on Windows triggered the "please reboot" prompt, so I grumbled, closed down the browser with 42 tabs that would later need to be reloaded, and restarted the machine. Annoying, but that's just how Windows is.
The next IP change didn't prompt for a reboot. Nice! Saves me some trouble. I went through a few iterations of router and laptop reconfiguration, and was never prompted to reboot. Things started going weirdly wrong, though... and eventually I set aside my reiplophobia and told Windows to restart. Voila! Everything worked.
So apparently, not only do you have to reboot XP after reconfiguring a network connection, but Windows won't necessarily even tell you this. You're expected to just figure it out for yourself. Clairvoyance or insanity, which will it be...