Never dial a connection

For some unkown reason my settings will not stay on never dial a connection and while this is not real issue it is very inconvienent as my sign in box is alway popping up and setting always reverts to always dial a connections. I have tried everything and nothing works. I have windows 98 and I use msn for my isp. Msn swears this is not their fault. I should also add I only uns msn 5 as I hate their home page and software and will not install a later version. I would just like to figure out how to fix this issue. Can anyone help? Thank you