Sounds like you have something that's trying to access the internet on its
own, and have IE configured to "Always Dial" your default connection.
Definitely download, update, and run AdAware (
www.lavasoft.de). Then I'd
recommend you turn off IE's automatic dialing feature.
Go to Internet Options in the Control Panel and click the Connections tab.
Under the box listing your available dial-up connections, you'll have three
choices on how to connect: Never Dial, Dial when not connected to a network,
and Always Dial. Select the Never Dial option and click OK to close Internet
Options. This will force YOU to manually connect to the internet before
using any internet-enabled software. Place a shortcut to the dial-up
connection on your desktop to facilitate this.
NOTE: whatever is trying to access the internet will remain unless you
identify and remove it. Turning off the auto-dial will simply prevent it
from actually making a connection on its own.