dial up box keeps appearing

I am on a WAN and two of the computers at my site have a dial up connection to an insurance company. I use IE5 and dial into this insurance company. When I goto open certain network applications the connection box keeps coming up tring to establish a dial up connection. I have my dial up settings set to “always dial my default connection”. This is happening on a 95 and 98 machine. What can be done to prevent the dial up screen from coming up?????