When I was home at my brothers, his computer kept always trying to connect to dial up (which it was on, no high speed in the sticks). But the fucker kept popping up every time I closed the window. I think I had to delete all the connections and create a new one.
Have you checked that it's not the default connection? If it's on a network, then you don't need any "connections", should just recognize it automatically.
I'm no tech nerd though.