Some sites do not open

Hello!
Configuration:
The Internet (3 channels PPPoE)-> Mikrotik (450G, RO 4.5) the Server (RRAS simple routeing, NAT - is not present)-> a local area network.
In a local area network some sites do not open: microsoft.com speedtest.net


P.S.
I apologise for bad English…

how about Win+R>cmd>ipconfig flushdns ? and or @terminal /ip dns cache flush

So your internet connection is over PPPoE? You are probably having a MTU related issue. Try setting your MSS to -40 of your MTU setting.
http://wiki.mikrotik.com/wiki/MikroTik_RouterOS_Frequently_Asked_Questions_-_FAQ

/ ip firewall mangle 
add chain=forward protocol=tcp tcp-flags=syn action=change-mss new-mss=1448

Keep decreasing the new-mss value until websites start working.

The problem probably in Win Server 2003 therefore as on it all opens, and here in a local area network is not present.
Though can and in RO because before used DLink DIR-100 and problems were not.