Because I had to move my virtual machines to VMWare to enable the 64-bits guest operating systems to be installed (for SharePoint 2010), I encountered a very weird problem.
When using the NATed network, the guest OS was able to connect the Internet, but then, I had a separate network on my LAN and it was not very convenient. That is the reason why I switched them to "Bridge" on one of my NIC. The guest OS was receiving an IP address from the DHCP, was able to access the local resources (router, shared printers, etc) but impossible to go on the web.
When pinging an internet server, I received a "host unreachable" message and I tried things like "route print", setting a fixed IP, nothing solved the issue. And googling was not that successful as many people had more or less the same issues and their resolution did not help me.
In a final try, I launched a nslookup for www.google.com and got a "DNS request timed out", which was strange as the guest DNS settings were exactly the same as my Windows 7 host OS. That popped something in my mind and tried to ping google and then browse google using its IP address directly and......it worked !
The problem was then the name resolution that was not done for the guest OS. I was then able to refine my search on the web and found this : http://communities.vmware.com/message/1472066 . At the end of the thread, the solution was there "...it turned out that ShrewSoft VPN client was interfering with VMWare...". As I have Shrew VPN installed, I checked the status of this service : started.
The final word is that I stopped the "ShrewSoft DNS Proxy Deamon" and everything was working like a charm, at least on the VMWare machines side.