Earthlink Total Access 2005 and missing disconnect warning message

Got a new Dimension 8400, running WIndows XP Home.  I use Earthlink.  I have installed Earthlink Total Access 2005 to access my Earthlink account.  When TA2005 is installed, I cannot get the internet disconnect warning window to pop up when I close the web browser window (IE 6.something).  I use a dial up connection, and I really need that little window reminding me to disconnect when I close the browser!

I've been round and round with earthlink tech support.  All of the correct settings are set in the TA2005 software, and the settings in Windows relating to the connections are set to disconnect if the connection may no longer be needed.  I have completely uninstalled and re-installed TA2005 at their suggestion.  They also mentioned an entry that may be present in msconfig startuup tab that could cause the problem and should be unchecked, but my compluter didn't have that entry.  Now they say it's not their software.  However, when TA2005 is uninstalled and I connect using IE and a manually setup connection to earthlink, I DO get the warning window ("do you want to close your connection") when closing IE. 

Anybody have any ideas what the problem might be or how to fix it?

learning way more than I EVER wanted to know about this topic,

Linda