If you haven't opened the console, I would do that first. ( Click view, then show console )
Then start your miner and flip to the new tab to see the issues.
So which pool are you mining with? I was making an assumption but realized you didn't say.
GUIminer has problems for me on btcguild, gives me an error message when connected to their pools in the US.
Just tested it a few minutes ago and I don't know why that is.
I use cgminer with the same pool and don't have any issues.
Not that I'm telling you to change miners, I just find it odd that the gui has problems whereas the command line does not.