Stop Starting IE! A XP Pro Annoyance

I?m trying up a XP Pro server in my basement with a extra computer (net in the works) with a 56k modem and just me as user. So far so good, stable and so. However I have a problem that is more of a nuisance. Every time I log on the server tries to connect using the modem and starts up IE , tried to change every service who may use the modem and had to revert. Also use WebWasher, mynetWatchman, ZoneAlarm and Messenger. It seems that one program or service is trying to get to the net, at first appeard to be mynetwatchman and zonealarm, fixed by lowering a bit the security in local net (remember, just one computer so far) but the IE still appears to connect… Any help , please???