IE 5.5 SP1 Dail-up settings

I have IE basically locked down, especially the Connections Settings tab. Once in a while, a user will call for help in that when connected to the LAN, the user opens IE and prompts to dial-up and connect to access the internet. I have it setup correctly, “never dial a connection” but this still happens. I went through the group policies and everything looks correct on my side. Any ideas on why this is happening?