IE options - "never dial a connection" doesnt stick - returns to "Dial whenever a network connection is not present"

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