There are a number of tools around for managing system security - which includes infectious agents of all kinds, including dialers. Googling malicious dialer will yield all sorts of information. Malicious dialer is malicious code that independently dials out of an infected machine to accomplish whatever its evil deed may be. Until you get rid of it, you should disable the connection whenever you are not at the machine, or turn the PC off so that it cannot dial out behind your back.
Your antivirus should (if it is a good one) have some serious configuration options that include tools for helping to guard against dialers. Avast!, Panda (not free), Norton all have an 'anti-dialer' option.
Given the plethora of infectious uglies out there, it is a good idea to set your antivirus to do 'real-time scanning' - meaning that it is always on and running in the background. Spybot and AdAware can also be set for real-time scanning. All your 'anti-uglies' software should be updated on a weekly basis, and it's a good idea to perform manual scans weekly.
It is also a very good idea to install a firewall that alerts you to questionable activity. Windows firewall does not - at least for XP it does not. ZoneAlarm and Komodo (sp?) are both freebies that will keep you informed.
Once you have completely updated your various 'anti-ugly' programs, turn off System Restore (as a number of things are capable of hiding in the restore files), boot into Safe Mode and scan in Safe Mode. You will get more realistic scan results in Safe Mode.
Pay a visit to Cert.org and grc.com. Both sites are chock full of good information regarding keeping your system secure.
If we have been helpful, it would be nice if you were to revisit the helpful posts and mark them as such. I know seanferd offered up a few things I didn't know and/or forgot!
Good luck with your 'problem child'!
edit to add: I think you can disable the connection via Control Panel\Network Connections or Control Panel\Telephone and Modem Options. Right click on the connection and choose 'Disable'. I do not know whether or not a malicious dialer program can dial out anyway.
