Inter. Expl. connections keeps changing

After running scandisk & several times during “surfing”, the connections option (Internet options) change from “always connect to “never connect”. This prevents some web sites from displaying & screws up Outlook Express. (WIN>98SE, IE5,AOL)I had the same problem with IE6 & a built up WIN98 so I reformatted & clean installed, but the problem is the same. Panda Scan says no virus. No one has yet to come up with a solution. THANKS!