Launch Internet Explorer and goto the TOOLS --> INTERNET OPTIONS menu
Select the CONNECTIONS tab at the top.
Now there are 3 choices, if you have a network enabled you can probably select NEVER DIAL, but if you want you can also set DIAL WHENEVER A NETWORK CONNECTION IS NOT PRESENT...but I reccomend the 1st choice.
Now, if you don't have anything listed in your Dial-up window above, you are probably a victim of spyware. Check out
http://www.lavasoftusa.com to get a free copy of AdAware to remove any known spyware applications.