The way it sounds is that your PC doesn't know which network connection to use (example, if you have a modem pre-installed and a network connection).
Look around AIM (and it's not as bad as what people say - although AIM isn't my first choice, most my friends use it)...anyway, look around in AIM to see if there's somewhere you can change the default connection to either your modem or your network connection (whichever you normally use). I assume that you probably have a modem installed, and use a network connection also.
I'm thinking that will alleviate your network connection box. Also, it's entirely up to you, but I ALWAYS set Messenger programs to NOT log on when I start Windows.
Good luck