Dial-up and broadband

I have DSL, and I am running Windows XP Pro. For the last two weeks, my dial-up connection dialog box appears, offering the opyion to connect, even while my broadband connection is active. I keep setting the IE option to “never dial a connection”, but something keeps resetting this to “dial whenever an internet connection is not present”. It is not a big deal, but it is a nuisance. Any idea what might be causing this?

Thanks