IE options - "never dial a connection" doesnt stick - returns to "Dial whenever a network connection

I am running Windows XP. Lately, I keep getting a dial-up connection
popup window, even though I connect through the internet mostly through
my wireless card.
I go into Internet explorer and select the option to "Never Dial a
Connection".
A few minutes later, the settings go back to the selected option of
"Dial whenever a network connection is not present"
I did a thorough scan using Adaware and Yahoo anti-spy, used the
program Hijack-This to search for unusual items, yet didn't find
anything.
Does anyone have some insight to what the cause may be?
Thanks

 

Are you also running Ad-Watch?

What other anti-malware apps might you be running which may be disallowing
the change (e.g., Spybot, SpywareBlaster, Spysweeper, Zone Alarm Pro)?

 

Go to internet connections and disable dial up