We had reported that customers loosing Internet connectivity after installing MS08-037 (KB951748 and KB951746). This issue can occur on both the server and the clients.  This issue may occur when customers are running ZoneAlarm or Check Point Endpoint Security (previously named Check Point Integrity).  Our investigation so far has shown that no other customers are affected by this issue.

And also posted a workaround / fix for ZoneAlarm and other firewall user, read here.

Here’ re few more resources, if you’re still encounter this issue:

• http://blogs.technet.com/msrc/archive/2008/07/10/revision-for-ms08-037.aspx
• https://supportcenter.checkpoint.com/supportcenter/index.jsp