Billh,
You can't turn them off, but you can add connection points.
Select the Shape.
Under Picture tools, Format tab, Insert shapes group, click Edit shape
button, click Convert shape to Freeform.
Now you can edit the shape, click the Edit shape button again, choose Edit
points. Or right-click and choose edit points.
Right-click where you want to add a point, thread carefully, do not move
while you click.
Now try to connect with the shape again, you should be able to choose the
added point. Here's an example of what I mean, it's mostly in Dutch.
http://sixtiesfan.multiply.com/journal?&=&page_start=40