Cannot load malwarebytes(the site). Does that means I am fucked?
Maybe, depends on whether the problem is maliciously caused, or even just accidental. Go to Control Panel and Internet Options (under Classic View, on XP, right now I can't recall where that is under Category View or if it's different under Vista/7). Among other things to check, there's the "Connection" tab and "Lan Settings". Normally you shouldn't have any Proxy Settings set, although your ISP may disagree and have set up some proxies, so you can probably accept any that are "web.yourisp.com:8080" or along those lines.
You might also want to check your "C:\windows\system32\drivers\etc\hosts" file (note: no .txt or other extension; also, non-XP might have other locations, but it's been more or less the same since Win9x days, so I think it should still be there, or at least in equivalent %WINDIR% folder). That's another place some 'tricks' can be played on your system. By default there'll be a number of lines starting with "#" and a line for "127.0.0.1 localhost". Anti-spyware/adware software will add their own things in, but if you find anything in referencing wikipedia it's probably an anomalous line inserted deliberately wrong and may be your problem. A lot of lines like "127.0.0.1
www.obviousnastydomain.name" (perhaps 127.0.0.<something else>) are what the likes of Spybot S&D add (or did, been a while since I used it) and can be accepted as relevant.
Also try rebooting, hogging the F8 button and choosing the Safe Mode With Networking menu item. It's possible that this might give you a valid connection, such that you can get mbam.exe, open it, update it then run a scan.
If it doesn't, there are a number of other things to check, but the next most obvious thing to rule out, to my mind, is that that your router or even ISP are doing strange things. To check that, you could get a LiveCD version of a Linux distro, go through the minimal amount of configuration occasionally required to use your ethernet connection (wired or wireless) and see if you can browse from that. This would bypassing any possible rootkitting that might be sat in the midst of your windows install. If you still can't get there (but still access the sites that you know aren't beingblocked), your computer isn't the problem (or at least hasn't got the only one), but if you can you
can connect, try connecting downloading the malwarebytes install program at this stage (or any one of a number of other solutions, to be honest, but I happen to like mbam) and saving it to your hard disk, then next time you start up you can F8 it, again, "...With Networking". Even if you still don't have a connection through that, you can at least install the mbam executable that you downloaded there (assuming that doesn't fail, in which case you need to take more extreme measures) and run an unupdated scan which
might identify and clean up whatever's even blocking in safe-mode. If you end up with a connection, then you can update and re-do.
But I'm still betting there's a relatively minor configuration setting (maybe on your machine, but could be ISP-wards from it) which can be undone/circumvented. Whether that's because of malware, someone else's joke, your accidental reconfiguration or "just one of those things" can be argued about, but sorting it out enough to run some form of decent AV to rule out (or remove from play) the malware angle might be considered your first priority.
Repairing Windows, using the install disc, might also work. But you need to be happy with that. As you most definitely would with completely reinstalling Windows (ideally removing the original partition before letting Windows recreate it), but if you have been actually rootkitted (still not a certainty) it has the best chance (as close to 100% as I care to enumerate it) of making sure your machine is completely safe, at the expense of totally destroying any data that you haven't backed up and needing you to reinstall all your favourite programmes. Still, it'd be a spring clean that this machine in front of me is long overdue having.