Network connections popup request

After installing a Belkin wireless router I am now getting a network
connections request. The window wants me to choose which connection to
use. The connection options are my dial-up or my DSL connections. It
doesn't show my router connection and this only happens with Firefox.
Internet Explorer, Agent or Pegasus don't get the network connection
request.
Is there some setting some where that I need to change.
Thanks for any help.