I had the same problem, checked EVERY program, every possible setting, no luck. I then removed all dial-up connections, and re-booted. A window came up saying there was no connection set, and a check box to un-check automatic connection. But after setting up a conection, the same window was back. I had to remove all dialup connections; go into Control Panel - System - Network and remove Dial-Up adapter, then into Add/Remove Programs - Windows - Communications and remove Dialup Networking; System - Device Manager - Network Adapters, click the '+', hi lite DialUp Adapter and remove it, and then start from square one. Start with Connection Wizard in Programs - Internet Explorer - Connection Wizard for your Dial-up connection, go into Control Panel - Network and add Adapters - Microsoft - Dial-up Adapter.<br>
This should set things right, and no Connection window every time you boot-up.