Whenever I start up Windows, it is trying to make an internet connection.
Microsoft just recently released all the details of this gritty little monster. Seems that updated versions of the OLEAUT32.DLL system file are causing conflicts with existing installations of some programs. This looks like a problem for Win95/98 users only and isn't affecting WinNT users. The most common side effect of these conflicts is that Windows will try to make an internet connection immediately after starting. You will need to go to your original Windows CD and install the OLEAUT32.DLL file to your windows system directory. See the Microsoft website for more information.