I have been having similar problems with Internet Explorer although I have a firewall and all kinds of other defences in place.
I have a cable broadband connection which (fortunately) still works perfectly with Netscape, which is my primary browser but it appears that IE has lost access to this connection.

The downside of the problem is the annoying appearance of the internet dial-up box and the fact that certain progs. (eg. real player) seem to need Internet Explorer to function properly.

The upside, is the total disappearance of spam e-mails, although I am still recieving genuine ones without a problem. At the moment I'm not doing anything to change the situation as it is not affecting my use of my computer.