Check your internet settings, firewalls and such may be blocking it, I know when I was working on it in college they were blocking the port number but I've never had any trouble on my home machines
If by "use internet", you mean you can not access the internet from an activity while testing on the emulator, make sure you have set the internet permission in your AndroidManifest.xml
If you run into this problem and are working with a non-Windows/Mac OS (Ubuntu in my case), try starting the emulator by itself in Android SDK and AVD Manager then running your application.
on OSX, Little Snitch was automatically denying any connection to Eclipse (and the emulator). Allow connections in Little Snitch, you have to go into Little Snitch's rules