it sounds like one of the three:
1. some kind of ad ware that's trying to get online
start>run>type msconfig> click "start up" tab, uncheck unwanted programs. reboot
2. you have a WANTED program trying to connect over and over again. instant messenger, weather, time manager ect.
find the prog. uninstall and reinstall because it shouldn't do this at all unless you have the wrong version for your computer or something.
3. you have a virus.
go to housecall.antivirus.com and do a free online virus scan.
I like the idea that pcboss had. also, are you talking about the dail-up networking connection or some other company's dailer that has been installed. meaning, is it boxes from windows or other software?