Misbehaving DUN

I have a notebook that uses TCP/IP on a Windows95/98 network in the office and it uses Windows Dial Up Networking (DUN) on the road. My problem is that in the office, every time the system accesses anything on the internet (e-mail or web page) DUN asks for a password. The user presses that escape key and everything processes normally.

On the road when using DUN, it does not continually ask for passwords.

How to I get DUN to stay out of the way when using the system in the office?