Try This

In Network Connections, selectedthe
Dial-Up connection, then go to the main menu at the top
 un-ticked "enable autodial by location", and ticked "disable
autodial when I am logged on".

thanks for your reply. I need more help. Where do I find "network connections"

Try these steps

copied from the Microsoft website:
Autodial is enabled by default, but you can choose where you want to enable it.

1. Open Network Connections by clicking the Start button , clicking Control Panel, clicking Network and Internet, clicking Network and Sharing Center, and then clicking Manage network connections.

2. Press the ALT key, click the Advanced menu, and then click Remote Access Preferences.

3. On the Autodial tab, select the check box next to the location where you want to enable autodial, and then click OK.

Link to M$ site: http://windowshelp.microsoft.com/Windows/en-US/help/aecee057-6a73-44de-a054-ffab75ae6a841033.mspx#ECF

Thanks for the advice. I followed these steps and unchecked  the auto dial but I still have the problem.

Go to Control Panel, Internet Options, Connections. If you don't actually have a dialup connection, remove any dialup connections in the box there and then select "Never dial a connection." If you have cable or dsl, you don't have dialup at all. Even dsl is not dialup. Very few people have dialup nowadays. Check with your Internet Provider for more help.