Let's try something different.
Go to the main folder of Shogun and find the internet.cfg file.
Right click on it and select "Open with" and select notepad. If notepad is not listed in that menu you can find it with "browse" -> navigate to C:\Windows\notepad.exe.

The internet.cfg file should then open with notepad.

If all else fails just download this file: http://www.mizus.com/Ras/Shogun/Internet.cfg
and put it into your main Shogun folder, overwriting the old one.

R'as