Internet automatically logging on WinXPH

I just bought a new computer with Windows XP Home. I have a DSL internet connection, which when I click my icon on my desktop, brings up the logon box, and I have to click Connect to get it to log on. The last 2 days I have noticed when working invarious programs, usually Word, my internet suddenly opens and logs on all by itself, without me clicking on it, or clicking Connect to connect it. I'm not clicking on anything that should be trying to access the internet, like a hyperlink. I'm not very familiar with XP yet, either. I have checked my internet connections and can't seem to find anything that would allow this. I have set up an in-home network so I could hook up my laptop if needed to use my printers or internet connection, but have not yet actually hooked any other computers into the network, just my main computer and a printer. Can anyone help? I do not leave my DSL connection open, I always log off when I'm done using the internet, and am not at all comfortable with this thing logging itself on automatically. If it is important, I have loaded the Norton System Works software, which includes the antivirus. Have not loaded the Norton Firewall software, as I understand XP has it's own firewall. Thank you!